JP Morgan Put 135 CHV 20.06.2025
/ DE000JB2P7W3
JP Morgan Put 135 CHV 20.06.2025/ DE000JB2P7W3 /
| 2024-04-26 10:30:37 AM |
Chg.-0.030 |
Bid9:55:35 PM |
Ask9:55:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-4.76% |
0.590
Bid Size: 3,000 |
0.740
Ask Size: 3,000 |
CHEVRON CORP. D... |
135.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB2P7W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.96 |
| Time value: |
0.74 |
| Break-even: |
127.60 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
25.42% |
| Delta: |
-0.23 |
| Theta: |
-0.01 |
| Omega: |
-4.80 |
| Rho: |
-0.49 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
-25.93% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-51.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.600 |
| 1M High / 1M Low: |
0.820 |
0.600 |
| 6M High / 6M Low: |
1.640 |
0.600 |
| High (YTD): |
2024-01-18 |
1.470 |
| Low (YTD): |
2024-04-26 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.39% |
| Volatility 6M: |
|
80.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
