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: |
|
- |