JP Morgan Call 160 PSX 20.06.2025
/ DE000JK2BBL5
JP Morgan Call 160 PSX 20.06.2025/ DE000JK2BBL5 /
| 9/17/2024 10:38:32 AM |
Chg.0.000 |
Bid8:15:41 PM |
Ask8:15:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
0.00% |
0.710
Bid Size: 50,000 |
0.740
Ask Size: 50,000 |
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: |
16.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-2.93 |
| Time value: |
0.71 |
| Break-even: |
150.86 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.09 |
| Spread %: |
14.49% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
5.35 |
| Rho: |
0.23 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-42.37% |
| 3 Months |
|
|
-52.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
1.210 |
0.670 |
| 6M High / 6M Low: |
3.760 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.26% |
| Volatility 6M: |
|
117.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
