JP Morgan Put 110 PSX 21.02.2025
/ DE000JT43YE8
JP Morgan Put 110 PSX 21.02.2025/ DE000JT43YE8 /
| 2024-12-20 9:28:11 AM |
Chg.+0.080 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
110.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT43YE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-03 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
-0.04 |
| Time value: |
0.79 |
| Break-even: |
97.58 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
3.95% |
| Delta: |
-0.44 |
| Theta: |
-0.06 |
| Omega: |
-5.95 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+135.29% |
| 1 Month |
|
|
+220.00% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.360 |
| 1M High / 1M Low: |
0.800 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
