JP Morgan Call 135 PSX 16.08.2024
/ DE000JB7SYA4
JP Morgan Call 135 PSX 16.08.2024/ DE000JB7SYA4 /
| 7/16/2024 12:02:19 PM |
Chg.-0.020 |
Bid1:32:21 PM |
Ask1:32:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-2.17% |
0.900
Bid Size: 3,000 |
0.940
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7SYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
0.47 |
| Time value: |
0.53 |
| Break-even: |
133.87 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
0.64 |
| Theta: |
-0.12 |
| Omega: |
8.19 |
| Rho: |
0.06 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.42% |
| 1 Month |
|
|
-15.89% |
| 3 Months |
|
|
-70.30% |
| YTD |
|
|
-43.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.610 |
| 1M High / 1M Low: |
1.240 |
0.610 |
| 6M High / 6M Low: |
3.970 |
0.610 |
| High (YTD): |
4/4/2024 |
3.970 |
| Low (YTD): |
7/10/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.99% |
| Volatility 6M: |
|
129.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
