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JP Morgan Put 115 PSX 20.06.2025/  DE000JT15RM3  /

EUWAX
2024-07-15  9:53:39 AM Chg.-0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.980EUR -2.97% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 115.00 USD 2025-06-20 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: 2025-06-20
Issue date: 2024-06-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.16
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.21
Parity: -2.17
Time value: 1.05
Break-even: 95.17
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.27
Spread abs.: 0.14
Spread %: 15.15%
Delta: -0.24
Theta: -0.02
Omega: -2.90
Rho: -0.38
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.09%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.980
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.070
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -