JP Morgan Put 150 CVX 19.07.2024
/ DE000JK1E3S5
JP Morgan Put 150 CVX 19.07.2024/ DE000JK1E3S5 /
| 2024-05-27 12:56:34 PM |
Chg.-0.040 |
Bid6:26:12 PM |
Ask6:26:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-25.00% |
0.120
Bid Size: 2,000 |
0.220
Ask Size: 2,000 |
Chevron Corporation |
150.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK1E3S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-69.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.71 |
| Time value: |
0.21 |
| Break-even: |
136.19 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.07 |
| Spread %: |
50.00% |
| Delta: |
-0.25 |
| Theta: |
-0.04 |
| Omega: |
-17.58 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.16% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-78.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.074 |
| 1M High / 1M Low: |
0.220 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
