JP Morgan Call 155 PSX 17.01.2025
/ DE000JB87AS3
JP Morgan Call 155 PSX 17.01.2025/ DE000JB87AS3 /
| 18/10/2024 10:59:37 |
Chg.+0.030 |
Bid15:33:55 |
Ask15:33:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+9.38% |
0.340
Bid Size: 3,000 |
0.400
Ask Size: 3,000 |
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: |
30.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-2.00 |
| Time value: |
0.41 |
| Break-even: |
147.23 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.06 |
| Spread %: |
17.14% |
| Delta: |
0.28 |
| Theta: |
-0.05 |
| Omega: |
8.50 |
| Rho: |
0.08 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.91% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
-66.02% |
| YTD |
|
|
-74.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.310 |
| 1M High / 1M Low: |
0.650 |
0.260 |
| 6M High / 6M Low: |
2.470 |
0.260 |
| High (YTD): |
04/04/2024 |
3.430 |
| Low (YTD): |
26/09/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.984 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.88% |
| Volatility 6M: |
|
195.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
