JP Morgan Call 140 PSX 20.06.2025
/ DE000JK46P48
JP Morgan Call 140 PSX 20.06.2025/ DE000JK46P48 /
| 30/07/2024 11:53:54 |
Chg.-0.18 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
140.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK46P4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
0.04 |
| Time value: |
2.08 |
| Break-even: |
150.57 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
7.01% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
3.74 |
| Rho: |
0.52 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-10.39% |
| 3 Months |
|
|
-35.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.96 |
| 1M High / 1M Low: |
2.36 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
