JP Morgan Put 140 CVX 20.09.2024
/ DE000JB6KZD4
JP Morgan Put 140 CVX 20.09.2024/ DE000JB6KZD4 /
| 2024-04-26 12:35:38 PM |
Chg.-0.020 |
Bid9:55:35 PM |
Ask9:55:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.160
Bid Size: 2,000 |
0.260
Ask Size: 2,000 |
Chevron Corporation |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6KZD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-2.36 |
| Time value: |
0.24 |
| Break-even: |
128.49 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.09 |
| Spread %: |
62.50% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-9.35 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.29% |
| 1 Month |
|
|
-45.16% |
| 3 Months |
|
|
-75.71% |
| YTD |
|
|
-77.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.340 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
1.010 |
| Low (YTD): |
2024-04-26 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
