JP Morgan Call 130 PSX 16.08.2024/  DE000JB7SY98  /

EUWAX
26/07/2024  11:59:45 Chg.+0.29 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.28EUR +29.29% -
Bid Size: -
-
Ask Size: -
Phillips 66 130.00 USD 16/08/2024 Call
 

Master data

WKN: JB7SY9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 16/08/2024
Issue date: 18/12/2023
Last trading day: 15/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.12
Implied volatility: 0.56
Historic volatility: 0.21
Parity: 1.12
Time value: 0.26
Break-even: 133.55
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.07
Spread %: 5.34%
Delta: 0.78
Theta: -0.14
Omega: 7.39
Rho: 0.05
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.75%
1 Month
  -11.72%
3 Months
  -50.00%
YTD
  -28.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.28 0.97
1M High / 1M Low: 1.55 0.84
6M High / 6M Low: 4.34 0.84
High (YTD): 04/04/2024 4.34
Low (YTD): 10/07/2024 0.84
52W High: - -
52W Low: - -
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   2.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.47%
Volatility 6M:   131.21%
Volatility 1Y:   -
Volatility 3Y:   -