JP Morgan Call 150 PSX 16.08.2024
/ DE000JB7SYG1
JP Morgan Call 150 PSX 16.08.2024/ DE000JB7SYG1 /
| 16/07/2024 12:02:19 |
Chg.-0.020 |
Bid15:46:34 |
Ask15:46:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-6.67% |
0.270
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
Phillips 66 |
150.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB7SYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-0.91 |
| Time value: |
0.37 |
| Break-even: |
141.34 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.06 |
| Spread %: |
19.35% |
| Delta: |
0.34 |
| Theta: |
-0.11 |
| Omega: |
11.83 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-39.13% |
| 3 Months |
|
|
-86.85% |
| YTD |
|
|
-72.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.160 |
| 1M High / 1M Low: |
0.530 |
0.160 |
| 6M High / 6M Low: |
2.950 |
0.160 |
| High (YTD): |
04/04/2024 |
2.950 |
| Low (YTD): |
10/07/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.46% |
| Volatility 6M: |
|
181.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
