JP Morgan Call 135 PSX 16.01.2026
/ DE000JT4G032
JP Morgan Call 135 PSX 16.01.2026/ DE000JT4G032 /
| 9/3/2024 10:48:18 AM |
Chg.0.00 |
Bid9:20:39 PM |
Ask9:20:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
0.00% |
2.44
Bid Size: 75,000 |
2.49
Ask Size: 75,000 |
Phillips 66 |
135.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT4G03 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
7/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.48 |
| Time value: |
2.32 |
| Break-even: |
149.99 |
| Moneyness: |
1.04 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.27 |
| Spread %: |
10.71% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
3.00 |
| Rho: |
0.77 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
-6.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.38 |
| 1M High / 1M Low: |
2.78 |
2.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
