JP Morgan Call 170 PSX 15.11.2024
/ DE000JK39T19
JP Morgan Call 170 PSX 15.11.2024/ DE000JK39T19 /
| 7/8/2024 8:50:03 AM |
Chg.-0.070 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-17.50% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
170.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK39T1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
-2.92 |
| Time value: |
0.44 |
| Break-even: |
161.43 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.09 |
| Spread %: |
25.71% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
7.50 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.65% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-84.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.490 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
