JP Morgan Call 145 PSX 20.12.2024
/ DE000JK1GJF1
JP Morgan Call 145 PSX 20.12.2024/ DE000JK1GJF1 /
| 16/08/2024 09:41:29 |
Chg.-0.010 |
Bid17:39:19 |
Ask17:39:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
1.010
Bid Size: 50,000 |
1.030
Ask Size: 50,000 |
Phillips 66 |
145.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK1GJF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-0.58 |
| Time value: |
0.95 |
| Break-even: |
141.63 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
0.49 |
| Theta: |
-0.05 |
| Omega: |
6.50 |
| Rho: |
0.18 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.03% |
| 1 Month |
|
|
-20.33% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.870 |
| 1M High / 1M Low: |
1.660 |
0.860 |
| 6M High / 6M Low: |
3.810 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.900 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.28% |
| Volatility 6M: |
|
143.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
