JP Morgan Put 120 PSX 17.01.2025
/ DE000JB2N511
JP Morgan Put 120 PSX 17.01.2025/ DE000JB2N511 /
14/08/2024 08:58:48 |
Chg.+0.010 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+1.35% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
120.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
JB2N51 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
12/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.22 |
Parity: |
-1.33 |
Time value: |
0.83 |
Break-even: |
100.83 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.06 |
Spread %: |
7.79% |
Delta: |
-0.28 |
Theta: |
-0.04 |
Omega: |
-4.20 |
Rho: |
-0.18 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.77% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-3.85% |
YTD |
|
|
-45.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.740 |
1M High / 1M Low: |
0.980 |
0.490 |
6M High / 6M Low: |
1.080 |
0.470 |
High (YTD): |
18/01/2024 |
1.550 |
Low (YTD): |
04/04/2024 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.714 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.771 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.04% |
Volatility 6M: |
|
140.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |