JP Morgan Call 170 PSX 20.06.2025
/ DE000JT9FHY2
JP Morgan Call 170 PSX 20.06.2025/ DE000JT9FHY2 /
| 10/18/2024 8:39:07 AM |
Chg.+0.050 |
Bid1:18:09 PM |
Ask1:18:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+9.26% |
0.560
Bid Size: 3,000 |
0.630
Ask Size: 3,000 |
Phillips 66 |
170.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT9FHY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-3.38 |
| Time value: |
0.67 |
| Break-even: |
163.68 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.10 |
| Spread %: |
17.54% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
5.61 |
| Rho: |
0.21 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.24% |
| 1 Month |
|
|
+18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.510 |
| 1M High / 1M Low: |
0.830 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
