JP Morgan Call 170 PSX 20.06.2025
/ DE000JK2BBM3
JP Morgan Call 170 PSX 20.06.2025/ DE000JK2BBM3 /
| 31/07/2024 10:37:18 |
Chg.+0.39 |
Bid21:39:19 |
Ask21:39:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+37.50% |
1.35
Bid Size: 50,000 |
1.39
Ask Size: 50,000 |
Phillips 66 |
170.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK2BBM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-2.11 |
| Time value: |
1.42 |
| Break-even: |
171.42 |
| Moneyness: |
0.87 |
| Premium: |
0.26 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.14 |
| Spread %: |
10.79% |
| Delta: |
0.45 |
| Theta: |
-0.04 |
| Omega: |
4.35 |
| Rho: |
0.42 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.96% |
| 1 Month |
|
|
+17.21% |
| 3 Months |
|
|
-28.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.96 |
| 1M High / 1M Low: |
1.28 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
