JP Morgan Put 115 PSX 21.02.2025
/ DE000JT3BMA4
JP Morgan Put 115 PSX 21.02.2025/ DE000JT3BMA4 /
8/16/2024 10:33:13 AM |
Chg.-0.030 |
Bid7:58:39 PM |
Ask7:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-4.62% |
0.580 Bid Size: 50,000 |
0.610 Ask Size: 50,000 |
Phillips 66 |
115.00 USD |
2/21/2025 |
Put |
Master data
WKN: |
JT3BMA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
-2.16 |
Time value: |
0.63 |
Break-even: |
98.52 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.07 |
Spread %: |
13.11% |
Delta: |
-0.22 |
Theta: |
-0.03 |
Omega: |
-4.37 |
Rho: |
-0.17 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.48% |
1 Month |
|
|
-4.62% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.650 |
1M High / 1M Low: |
0.920 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.684 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
216.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |