JP Morgan Put 120 PSX 20.06.2025
/ DE000JK2BBB6
JP Morgan Put 120 PSX 20.06.2025/ DE000JK2BBB6 /
| 07/10/2024 10:46:35 |
Chg.-0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-1.98% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
120.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK2BBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
-1.70 |
| Time value: |
1.10 |
| Break-even: |
98.38 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.09 |
| Spread %: |
8.91% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-3.11 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.81% |
| 1 Month |
|
|
-24.43% |
| 3 Months |
|
|
-17.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.990 |
| 1M High / 1M Low: |
1.420 |
0.990 |
| 6M High / 6M Low: |
1.480 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.11% |
| Volatility 6M: |
|
97.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
