JP Morgan Call 155 PSX 15.11.2024
/ DE000JK4CTR8
JP Morgan Call 155 PSX 15.11.2024/ DE000JK4CTR8 /
2024-07-26 9:56:27 AM |
Chg.+0.170 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+27.42% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
155.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK4CTR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-20 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
-1.18 |
Time value: |
0.85 |
Break-even: |
151.28 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.07 |
Spread %: |
8.97% |
Delta: |
0.42 |
Theta: |
-0.06 |
Omega: |
6.52 |
Rho: |
0.14 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.91% |
1 Month |
|
|
-7.06% |
3 Months |
|
|
-53.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.580 |
1M High / 1M Low: |
0.930 |
0.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.711 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |