JP Morgan Call 150 PSX 20.12.2024
/ DE000JK1GJG9
JP Morgan Call 150 PSX 20.12.2024/ DE000JK1GJG9 /
04/10/2024 09:47:02 |
Chg.+0.190 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+44.19% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
150.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK1GJG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
21.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.22 |
Parity: |
-1.04 |
Time value: |
0.60 |
Break-even: |
142.69 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
0.80 |
Spread abs.: |
0.05 |
Spread %: |
8.20% |
Delta: |
0.39 |
Theta: |
-0.07 |
Omega: |
8.20 |
Rho: |
0.09 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+55.00% |
3 Months |
|
|
-47.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.300 |
1M High / 1M Low: |
0.620 |
0.250 |
6M High / 6M Low: |
3.330 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.412 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.182 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.68% |
Volatility 6M: |
|
201.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |