JP Morgan Put 120 PSX 16.01.2026/  DE000JK89L81  /

EUWAX
9/4/2024  10:48:53 AM Chg.+0.14 Bid11:17:14 AM Ask11:17:14 AM Underlying Strike price Expiration date Option type
1.66EUR +9.21% 1.65
Bid Size: 3,000
1.80
Ask Size: 3,000
Phillips 66 120.00 USD 1/16/2026 Put
 

Master data

WKN: JK89L8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 1/16/2026
Issue date: 4/22/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.50
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.22
Parity: -1.36
Time value: 1.63
Break-even: 92.32
Moneyness: 0.89
Premium: 0.24
Premium p.a.: 0.17
Spread abs.: 0.14
Spread %: 9.09%
Delta: -0.28
Theta: -0.02
Omega: -2.11
Rho: -0.69
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.19%
1 Month  
+4.40%
3 Months
  -4.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.68 1.49
1M High / 1M Low: 1.93 1.49
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -