JP Morgan Put 120 PSX 20.09.2024
/ DE000JK049S7
JP Morgan Put 120 PSX 20.09.2024/ DE000JK049S7 /
| 9/2/2024 9:26:42 AM |
Chg.- |
Bid9:14:33 AM |
Ask9:14:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
- |
0.022
Bid Size: 1,000 |
0.220
Ask Size: 1,000 |
Phillips 66 |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK049S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-105.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.22 |
| Parity: |
-1.84 |
| Time value: |
0.12 |
| Break-even: |
107.45 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
17.32 |
| Spread abs.: |
0.09 |
| Spread %: |
252.94% |
| Delta: |
-0.12 |
| Theta: |
-0.10 |
| Omega: |
-13.03 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.032 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.44% |
| 1 Month |
|
|
-80.00% |
| 3 Months |
|
|
-90.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.032 |
| 1M High / 1M Low: |
0.430 |
0.032 |
| 6M High / 6M Low: |
0.620 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.39% |
| Volatility 6M: |
|
344.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
