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JP Morgan Put 110 PSX 17.01.2025/  DE000JL7SBS2  /

EUWAX
03/09/2024  10:57:09 Chg.0.000 Bid17:25:58 Ask17:25:58 Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.360
Bid Size: 50,000		 0.380
Ask Size: 50,000		 Phillips 66 110.00 USD 17/01/2025 Put
 

Master data

WKN: JL7SBS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 17/01/2025
Issue date: 28/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.92
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.22
Parity: -2.74
Time value: 0.41
Break-even: 95.29
Moneyness: 0.78
Premium: 0.25
Premium p.a.: 0.81
Spread abs.: 0.15
Spread %: 57.69%
Delta: -0.17
Theta: -0.03
Omega: -5.12
Rho: -0.09
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -28.95%
3 Months
  -44.90%
YTD
  -73.27%
1 Year
  -84.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.670 0.270
6M High / 6M Low: 0.670 0.270
High (YTD): 18/01/2024 1.130
Low (YTD): 02/09/2024 0.270
52W High: 05/10/2023 2.080
52W Low: 02/09/2024 0.270
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.428
Avg. volume 1M:   0.000
Avg. price 6M:   0.473
Avg. volume 6M:   0.000
Avg. price 1Y:   0.890
Avg. volume 1Y:   0.000
Volatility 1M:   167.43%
Volatility 6M:   165.18%
Volatility 1Y:   125.13%
Volatility 3Y:   -