JP Morgan Put 115 PSX 15.11.2024
/ DE000JT026D8
JP Morgan Put 115 PSX 15.11.2024/ DE000JT026D8 /
| 07/10/2024 09:48:57 |
Chg.+0.020 |
Bid21:35:55 |
Ask21:35:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.100
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
Phillips 66 |
115.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JT026D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
31/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
-2.15 |
| Time value: |
0.18 |
| Break-even: |
103.03 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.07 |
| Spread %: |
63.64% |
| Delta: |
-0.14 |
| Theta: |
-0.07 |
| Omega: |
-9.55 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-65.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.100 |
| 1M High / 1M Low: |
0.410 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
