JP Morgan Call 175 PSX 20.09.2024
/ DE000JK1CA42
JP Morgan Call 175 PSX 20.09.2024/ DE000JK1CA42 /
| 7/16/2024 8:12:54 AM |
Chg.0.000 |
Bid12:47:44 PM |
Ask12:47:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
0.087
Bid Size: 2,000 |
0.190
Ask Size: 2,000 |
Phillips 66 |
175.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK1CA4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/30/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-3.21 |
| Time value: |
0.20 |
| Break-even: |
162.58 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.10 |
| Spread %: |
102.02% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
10.40 |
| Rho: |
0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.88% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-92.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.062 |
| 1M High / 1M Low: |
0.150 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
