JP Morgan Call 155 PSX 17.01.2025
/ DE000JB87AS3
JP Morgan Call 155 PSX 17.01.2025/ DE000JB87AS3 /
| 14/08/2024 10:47:59 |
Chg.-0.080 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-10.67% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
155.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB87AS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-1.85 |
| Time value: |
0.66 |
| Break-even: |
147.60 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.06 |
| Spread %: |
10.61% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
6.61 |
| Rho: |
0.16 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
-28.72% |
| 3 Months |
|
|
-55.92% |
| YTD |
|
|
-51.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.700 |
| 1M High / 1M Low: |
1.280 |
0.680 |
| 6M High / 6M Low: |
3.430 |
0.680 |
| High (YTD): |
04/04/2024 |
3.430 |
| Low (YTD): |
05/08/2024 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.94% |
| Volatility 6M: |
|
136.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
