JP Morgan Call 165 PSX 20.06.2025
/ DE000JK2BBN1
JP Morgan Call 165 PSX 20.06.2025/ DE000JK2BBN1 /
| 9/17/2024 10:38:33 AM |
Chg.0.000 |
Bid3:42:01 PM |
Ask3:42:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
0.00% |
0.600
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
Phillips 66 |
165.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK2BBN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
16.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-3.38 |
| Time value: |
0.68 |
| Break-even: |
155.06 |
| Moneyness: |
0.77 |
| Premium: |
0.36 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.10 |
| Spread %: |
17.24% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
5.26 |
| Rho: |
0.22 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
-43.69% |
| 3 Months |
|
|
-55.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
1.060 |
0.570 |
| 6M High / 6M Low: |
3.540 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.03% |
| Volatility 6M: |
|
123.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
