JP Morgan Call 140 PSX 02.08.2024
/ DE000JT32N21
JP Morgan Call 140 PSX 02.08.2024/ DE000JT32N21 /
| 7/16/2024 11:17:44 AM |
Chg.-0.020 |
Bid1:22:51 PM |
Ask1:22:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
0.490
Bid Size: 3,000 |
0.530
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
8/2/2024 |
Call |
Master data
| WKN: |
JT32N2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
8/2/2024 |
| Issue date: |
7/8/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
0.01 |
| Time value: |
0.53 |
| Break-even: |
133.87 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
0.53 |
| Theta: |
-0.16 |
| Omega: |
12.56 |
| Rho: |
0.03 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
