JP Morgan Put 155 CVX 21.03.2025
/ DE000JK5FC35
JP Morgan Put 155 CVX 21.03.2025/ DE000JK5FC35 /
2024-05-27 3:46:23 PM |
Chg.-0.070 |
Bid5:20:30 PM |
Ask5:20:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-7.14% |
0.900 Bid Size: 2,000 |
1.050 Ask Size: 2,000 |
Chevron Corporation |
155.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JK5FC3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-19 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-0.25 |
Time value: |
1.03 |
Break-even: |
132.60 |
Moneyness: |
0.98 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.10 |
Spread %: |
10.75% |
Delta: |
-0.37 |
Theta: |
-0.02 |
Omega: |
-5.27 |
Rho: |
-0.53 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
+4.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.770 |
1M High / 1M Low: |
1.010 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.874 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.866 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |