JP Morgan Put 115 PSX 20.06.2025
/ DE000JT15RM3
JP Morgan Put 115 PSX 20.06.2025/ DE000JT15RM3 /
| 30/08/2024 09:50:33 |
Chg.-0.040 |
Bid21:58:53 |
Ask21:58:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-4.26% |
0.820
Bid Size: 3,000 |
0.920
Ask Size: 3,000 |
Phillips 66 |
115.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT15RM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-2.29 |
| Time value: |
0.92 |
| Break-even: |
94.90 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.10 |
| Spread %: |
12.20% |
| Delta: |
-0.23 |
| Theta: |
-0.02 |
| Omega: |
-3.16 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.900 |
| 1M High / 1M Low: |
1.280 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
