JP Morgan Call 155 PSX 21.02.2025
/ DE000JT3LFR1
JP Morgan Call 155 PSX 21.02.2025/ DE000JT3LFR1 /
| 9/17/2024 10:32:17 AM |
Chg.0.000 |
Bid3:42:33 PM |
Ask3:42:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.440
Bid Size: 50,000 |
0.460
Ask Size: 50,000 |
Phillips 66 |
155.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JT3LFR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-2.49 |
| Time value: |
0.44 |
| Break-even: |
143.67 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.06 |
| Spread %: |
16.67% |
| Delta: |
0.28 |
| Theta: |
-0.03 |
| Omega: |
7.22 |
| Rho: |
0.12 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
-54.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.400 |
| 1M High / 1M Low: |
0.920 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
