JP Morgan Put 120 PSX 17.01.2025
/ DE000JB2N511
JP Morgan Put 120 PSX 17.01.2025/ DE000JB2N511 /
| 7/29/2024 8:54:00 AM |
Chg.-0.010 |
Bid11:16:54 AM |
Ask11:16:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-1.64% |
0.610
Bid Size: 3,000 |
0.710
Ask Size: 3,000 |
Phillips 66 |
120.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
9/12/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
-2.05 |
| Time value: |
0.72 |
| Break-even: |
103.37 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.10 |
| Spread %: |
16.13% |
| Delta: |
-0.23 |
| Theta: |
-0.04 |
| Omega: |
-4.27 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.81% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-21.05% |
| YTD |
|
|
-56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.910 |
0.610 |
| 6M High / 6M Low: |
1.170 |
0.470 |
| High (YTD): |
1/18/2024 |
1.550 |
| Low (YTD): |
4/4/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.49% |
| Volatility 6M: |
|
116.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
