JP Morgan Put 110 PSX 17.01.2025
/ DE000JL7SBS2
JP Morgan Put 110 PSX 17.01.2025/ DE000JL7SBS2 /
10/9/2024 11:24:06 AM |
Chg.+0.060 |
Bid7:55:11 PM |
Ask7:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+23.08% |
0.280 Bid Size: 50,000 |
0.300 Ask Size: 50,000 |
Phillips 66 |
110.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
7/28/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-30.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
-2.03 |
Time value: |
0.39 |
Break-even: |
96.32 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.06 |
Spread %: |
18.18% |
Delta: |
-0.19 |
Theta: |
-0.04 |
Omega: |
-5.99 |
Rho: |
-0.07 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-36.00% |
3 Months |
|
|
-38.46% |
YTD |
|
|
-68.32% |
1 Year |
|
|
-83.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.230 |
1M High / 1M Low: |
0.530 |
0.230 |
6M High / 6M Low: |
0.670 |
0.230 |
High (YTD): |
1/18/2024 |
1.130 |
Low (YTD): |
10/7/2024 |
0.230 |
52W High: |
10/26/2023 |
1.990 |
52W Low: |
10/7/2024 |
0.230 |
Avg. price 1W: |
|
0.258 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.450 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.759 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.25% |
Volatility 6M: |
|
180.27% |
Volatility 1Y: |
|
137.96% |
Volatility 3Y: |
|
- |