JP Morgan Call 160 PSX 17.01.2025
/ DE000JB9EUX0
JP Morgan Call 160 PSX 17.01.2025/ DE000JB9EUX0 /
| 16/07/2024 09:24:14 |
Chg.+0.020 |
Bid17:15:25 |
Ask17:15:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+2.47% |
0.860
Bid Size: 50,000 |
0.880
Ask Size: 50,000 |
Phillips 66 |
160.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB9EUX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
-1.83 |
| Time value: |
0.96 |
| Break-even: |
156.41 |
| Moneyness: |
0.88 |
| Premium: |
0.22 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
11.63% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
5.46 |
| Rho: |
0.22 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.28% |
| 1 Month |
|
|
-8.79% |
| 3 Months |
|
|
-67.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.600 |
| 1M High / 1M Low: |
1.030 |
0.600 |
| 6M High / 6M Low: |
3.190 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.571 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.53% |
| Volatility 6M: |
|
120.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
