JP Morgan Put 115 PSX 16.01.2026/  DE000JK9N9A1  /

EUWAX
2024-07-30  8:44:01 AM Chg.+0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.45EUR +9.02% -
Bid Size: -
-
Ask Size: -
Phillips 66 115.00 USD 2026-01-16 Put
 

Master data

WKN: JK9N9A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-07
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.83
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.21
Parity: -2.35
Time value: 1.47
Break-even: 91.60
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.19
Spread abs.: 0.18
Spread %: 14.39%
Delta: -0.23
Theta: -0.02
Omega: -2.07
Rho: -0.66
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.32%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.33
1M High / 1M Low: 1.61 1.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -