JP Morgan Call 140 PSX 15.11.2024
/ DE000JT0R6F2
JP Morgan Call 140 PSX 15.11.2024/ DE000JT0R6F2 /
10/18/2024 8:18:14 AM |
Chg.+0.050 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+14.29% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
140.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JT0R6F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
5/28/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
-0.68 |
Time value: |
0.38 |
Break-even: |
132.62 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
2.09 |
Spread abs.: |
0.04 |
Spread %: |
11.76% |
Delta: |
0.37 |
Theta: |
-0.12 |
Omega: |
11.89 |
Rho: |
0.03 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.82% |
1 Month |
|
|
-21.57% |
3 Months |
|
|
-66.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.320 |
1M High / 1M Low: |
0.770 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
302.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |