JP Morgan Call 155 PSX 16.01.2026
/ DE000JK89LA5
JP Morgan Call 155 PSX 16.01.2026/ DE000JK89LA5 /
14/08/2024 12:39:16 |
Chg.-0.16 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.77EUR |
-8.29% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
155.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK89LA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
22/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.22 |
Parity: |
-1.85 |
Time value: |
1.77 |
Break-even: |
158.69 |
Moneyness: |
0.87 |
Premium: |
0.30 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.14 |
Spread %: |
8.33% |
Delta: |
0.51 |
Theta: |
-0.03 |
Omega: |
3.54 |
Rho: |
0.64 |
Quote data
Open: |
1.77 |
High: |
1.77 |
Low: |
1.77 |
Previous Close: |
1.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.67% |
1 Month |
|
|
-18.06% |
3 Months |
|
|
-32.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.77 |
1M High / 1M Low: |
2.60 |
1.72 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |