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JP Morgan Put 115 PSX 17.01.2025/  DE000JL9KEC3  /

EUWAX
18/10/2024  11:42:11 Chg.-0.030 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.370EUR -7.50% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 115.00 USD 17/01/2025 Put
 

Master data

WKN: JL9KEC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 17/01/2025
Issue date: 11/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.37
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.23
Parity: -1.62
Time value: 0.43
Break-even: 101.52
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.88
Spread abs.: 0.05
Spread %: 13.16%
Delta: -0.23
Theta: -0.05
Omega: -6.43
Rho: -0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -21.28%
3 Months
  -36.21%
YTD
  -68.91%
1 Year
  -81.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.510 0.330
6M High / 6M Low: 0.800 0.330
High (YTD): 18/01/2024 1.320
Low (YTD): 07/10/2024 0.330
52W High: 26/10/2023 2.240
52W Low: 07/10/2024 0.330
Avg. price 1W:   0.392
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.569
Avg. volume 6M:   0.000
Avg. price 1Y:   0.857
Avg. volume 1Y:   0.000
Volatility 1M:   175.56%
Volatility 6M:   177.57%
Volatility 1Y:   136.45%
Volatility 3Y:   -