JP Morgan Put 145 CHV 20.06.2025
/ DE000JB1W1V0
JP Morgan Put 145 CHV 20.06.2025/ DE000JB1W1V0 /
| 2024-04-26 12:56:54 PM |
Chg.+0.040 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+4.55% |
0.840
Bid Size: 3,000 |
0.990
Ask Size: 3,000 |
CHEVRON CORP. D... |
145.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
JB1W1V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.96 |
| Time value: |
0.99 |
| Break-even: |
135.10 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
17.86% |
| Delta: |
-0.30 |
| Theta: |
-0.01 |
| Omega: |
-4.70 |
| Rho: |
-0.65 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.02% |
| 1 Month |
|
|
-15.60% |
| 3 Months |
|
|
-42.14% |
| YTD |
|
|
-42.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.880 |
| 1M High / 1M Low: |
1.140 |
0.880 |
| 6M High / 6M Low: |
2.060 |
0.880 |
| High (YTD): |
2024-01-19 |
1.880 |
| Low (YTD): |
2024-04-25 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.75% |
| Volatility 6M: |
|
68.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
