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JP Morgan Put 115 PSX 17.01.2025/  DE000JL9KEC3  /

EUWAX
9/26/2024  11:19:04 AM Chg.- Bid8:04:13 AM Ask8:04:13 AM Underlying Strike price Expiration date Option type
0.500EUR - 0.460
Bid Size: 3,000		 0.510
Ask Size: 3,000		 Phillips 66 115.00 USD 1/17/2025 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: 1/17/2025
Issue date: 8/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.48
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -1.40
Time value: 0.52
Break-even: 97.69
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 10.64%
Delta: -0.25
Theta: -0.04
Omega: -5.68
Rho: -0.11
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+11.11%
3 Months
  -13.79%
YTD
  -57.98%
1 Year
  -73.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.430
1M High / 1M Low: 0.680 0.360
6M High / 6M Low: 0.800 0.360
High (YTD): 1/18/2024 1.320
Low (YTD): 9/3/2024 0.360
52W High: 10/5/2023 2.340
52W Low: 9/3/2024 0.360
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   0.961
Avg. volume 1Y:   0.000
Volatility 1M:   198.99%
Volatility 6M:   171.93%
Volatility 1Y:   131.49%
Volatility 3Y:   -