JP Morgan Call 145 PSX 20.06.2025
/ DE000JK2BBH3
JP Morgan Call 145 PSX 20.06.2025/ DE000JK2BBH3 /
| 7/30/2024 10:38:57 AM |
Chg.-0.19 |
Bid8:41:03 PM |
Ask8:41:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
-9.22% |
2.35
Bid Size: 50,000 |
2.39
Ask Size: 50,000 |
Phillips 66 |
145.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK2BBH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
-0.42 |
| Time value: |
1.93 |
| Break-even: |
153.34 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.14 |
| Spread %: |
7.73% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
3.86 |
| Rho: |
0.49 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.10% |
| 1 Month |
|
|
-10.53% |
| 3 Months |
|
|
-37.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.76 |
| 1M High / 1M Low: |
2.17 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
