JP Morgan Call 155 PSX 16.08.2024
/ DE000JB7SYF3
JP Morgan Call 155 PSX 16.08.2024/ DE000JB7SYF3 /
| 7/16/2024 12:02:19 PM |
Chg.-0.030 |
Bid1:04:53 PM |
Ask1:04:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-15.79% |
0.160
Bid Size: 2,000 |
0.220
Ask Size: 2,000 |
Phillips 66 |
155.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7SYF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.21 |
| Parity: |
-1.37 |
| Time value: |
0.27 |
| Break-even: |
144.92 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
3.11 |
| Spread abs.: |
0.08 |
| Spread %: |
42.11% |
| Delta: |
0.26 |
| Theta: |
-0.10 |
| Omega: |
12.58 |
| Rho: |
0.03 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-91.44% |
| YTD |
|
|
-81.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.085 |
| 1M High / 1M Low: |
0.370 |
0.085 |
| 6M High / 6M Low: |
2.660 |
0.085 |
| High (YTD): |
4/4/2024 |
2.660 |
| Low (YTD): |
7/10/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.67% |
| Volatility 6M: |
|
212.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
