JP Morgan Put 115 PSX 16.01.2026
/ DE000JK9N9A1
JP Morgan Put 115 PSX 16.01.2026/ DE000JK9N9A1 /
| 14/08/2024 08:46:36 |
Chg.0.00 |
Bid20:41:34 |
Ask20:41:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
0.00% |
1.46
Bid Size: 50,000 |
1.52
Ask Size: 50,000 |
Phillips 66 |
115.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
07/05/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
-1.79 |
| Time value: |
1.55 |
| Break-even: |
89.12 |
| Moneyness: |
0.85 |
| Premium: |
0.27 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.14 |
| Spread %: |
9.68% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-2.04 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
+4.76% |
| 3 Months |
|
|
+9.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.54 |
| 1M High / 1M Low: |
1.71 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
