JP Morgan Call 170 PSX 16.01.2026
/ DE000JT3L1S9
JP Morgan Call 170 PSX 16.01.2026/ DE000JT3L1S9 /
| 10/18/2024 10:19:02 AM |
Chg.+0.04 |
Bid1:56:11 PM |
Ask1:56:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+3.64% |
1.13
Bid Size: 3,000 |
1.23
Ask Size: 3,000 |
Phillips 66 |
170.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT3L1S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-3.38 |
| Time value: |
1.29 |
| Break-even: |
169.88 |
| Moneyness: |
0.78 |
| Premium: |
0.38 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
13.16% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
3.92 |
| Rho: |
0.47 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
+16.33% |
| 3 Months |
|
|
-35.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.06 |
| 1M High / 1M Low: |
1.46 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
