JP Morgan Call 165 PSX 17.01.2025
/ DE000JK0SU25
JP Morgan Call 165 PSX 17.01.2025/ DE000JK0SU25 /
| 17/09/2024 08:14:20 |
Chg.0.000 |
Bid16:06:11 |
Ask16:06:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.170
Bid Size: 50,000 |
0.200
Ask Size: 50,000 |
Phillips 66 |
165.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JK0SU2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-3.38 |
| Time value: |
0.22 |
| Break-even: |
150.50 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.08 |
| Spread %: |
56.25% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
8.82 |
| Rho: |
0.06 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.470 |
0.140 |
| 6M High / 6M Low: |
2.950 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.82% |
| Volatility 6M: |
|
189.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
