JP Morgan Call 135 PSX 20.12.2024
/ DE000JK1GJC8
JP Morgan Call 135 PSX 20.12.2024/ DE000JK1GJC8 /
| 08/11/2024 09:49:15 |
Chg.-0.080 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-22.22% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
135.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK1GJC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.80 |
| Time value: |
0.31 |
| Break-even: |
129.04 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
12.82 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-67.82% |
| 3 Months |
|
|
-79.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.200 |
| 1M High / 1M Low: |
1.000 |
0.200 |
| 6M High / 6M Low: |
2.480 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.264 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
289.36% |
| Volatility 6M: |
|
183.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
