JP Morgan Call 160 PSX 16.08.2024
/ DE000JB7SYH9
JP Morgan Call 160 PSX 16.08.2024/ DE000JB7SYH9 /
| 7/16/2024 12:02:19 PM |
Chg.-0.040 |
Bid2:42:10 PM |
Ask2:42:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-30.77% |
0.088
Bid Size: 2,000 |
0.170
Ask Size: 2,000 |
Phillips 66 |
160.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7SYH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
61.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
-1.83 |
| Time value: |
0.21 |
| Break-even: |
148.91 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
4.66 |
| Spread abs.: |
0.10 |
| Spread %: |
90.91% |
| Delta: |
0.21 |
| Theta: |
-0.09 |
| Omega: |
12.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-94.51% |
| YTD |
|
|
-87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.044 |
| 1M High / 1M Low: |
0.250 |
0.044 |
| 6M High / 6M Low: |
2.380 |
0.044 |
| High (YTD): |
4/4/2024 |
2.380 |
| Low (YTD): |
7/10/2024 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.22% |
| Volatility 6M: |
|
253.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
