JP Morgan Call 140 PSX 16.08.2024
/ DE000JB7SYD8
JP Morgan Call 140 PSX 16.08.2024/ DE000JB7SYD8 /
| 2024-07-26 11:59:45 AM |
Chg.+0.210 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+44.68% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
140.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7SYD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
0.20 |
| Time value: |
0.53 |
| Break-even: |
136.26 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
0.58 |
| Theta: |
-0.16 |
| Omega: |
10.46 |
| Rho: |
0.04 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-71.31% |
| YTD |
|
|
-50.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.460 |
| 1M High / 1M Low: |
0.960 |
0.410 |
| 6M High / 6M Low: |
3.610 |
0.410 |
| High (YTD): |
2024-04-04 |
3.610 |
| Low (YTD): |
2024-07-10 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.641 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.00% |
| Volatility 6M: |
|
165.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
