JP Morgan Call 160 PSX 20.06.2025
/ DE000JK2BBL5
JP Morgan Call 160 PSX 20.06.2025/ DE000JK2BBL5 /
8/14/2024 10:35:47 AM |
Chg.-0.06 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
-5.22% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
160.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
JK2BBL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.22 |
Parity: |
-2.30 |
Time value: |
1.07 |
Break-even: |
156.24 |
Moneyness: |
0.84 |
Premium: |
0.28 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.09 |
Spread %: |
9.26% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
4.71 |
Rho: |
0.34 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
1.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.93% |
1 Month |
|
|
-21.01% |
3 Months |
|
|
-41.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.20 |
1.08 |
1M High / 1M Low: |
1.77 |
1.04 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |