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JP Morgan Call 140 PSX 09.08.2024/  DE000JT4UDX3  /

EUWAX
16/07/2024  11:58:25 Chg.-0.090 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
0.570EUR -13.64% 0.570
Bid Size: 3,000		 0.620
Ask Size: 3,000		 Phillips 66 140.00 USD 09/08/2024 Call
 

Master data

WKN: JT4UDX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 09/08/2024
Issue date: 15/07/2024
Last trading day: 08/08/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.18
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.01
Implied volatility: 0.50
Historic volatility: 0.21
Parity: 0.01
Time value: 0.66
Break-even: 135.16
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 1.15
Spread abs.: 0.05
Spread %: 8.06%
Delta: 0.53
Theta: -0.14
Omega: 10.25
Rho: 0.04
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -