JP Morgan Call 165 PSX 20.06.2025
/ DE000JK2BBN1
JP Morgan Call 165 PSX 20.06.2025/ DE000JK2BBN1 /
| 2024-07-08 10:29:50 AM |
Chg.-0.12 |
Bid4:13:49 PM |
Ask4:13:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-9.02% |
1.22
Bid Size: 50,000 |
1.25
Ask Size: 50,000 |
Phillips 66 |
165.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-2.46 |
| Time value: |
1.33 |
| Break-even: |
165.71 |
| Moneyness: |
0.84 |
| Premium: |
0.30 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.10 |
| Spread %: |
8.13% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
4.21 |
| Rho: |
0.41 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.97% |
| 1 Month |
|
|
-9.70% |
| 3 Months |
|
|
-64.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.30 |
| 1M High / 1M Low: |
1.44 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
