JP Morgan Call 130 PSX 16.08.2024
/ DE000JB7SY98
JP Morgan Call 130 PSX 16.08.2024/ DE000JB7SY98 /
| 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: |
|
- |
