JP Morgan Call 145 PSX 15.11.2024/  DE000JK8RRY7  /

EUWAX
7/5/2024  8:40:48 AM Chg.+0.01 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.18EUR +0.85% -
Bid Size: -
-
Ask Size: -
Phillips 66 145.00 USD 11/15/2024 Call
 

Master data

WKN: JK8RRY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 11/15/2024
Issue date: 5/7/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.20
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.21
Parity: -0.61
Time value: 1.14
Break-even: 145.17
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 5.56%
Delta: 0.50
Theta: -0.06
Omega: 5.61
Rho: 0.19
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.48%
1 Month
  -3.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.17
1M High / 1M Low: 1.30 1.06
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -