JP Morgan Put 120 PSX 20.12.2024
/ DE000JK1WCY4
JP Morgan Put 120 PSX 20.12.2024/ DE000JK1WCY4 /
| 02/09/2024 11:41:36 |
Chg.-0.080 |
Bid13:14:19 |
Ask13:14:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-17.39% |
0.380
Bid Size: 2,000 |
0.480
Ask Size: 2,000 |
Phillips 66 |
120.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK1WCY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
-1.84 |
| Time value: |
0.45 |
| Break-even: |
104.15 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.06 |
| Spread %: |
15.38% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-6.09 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
-51.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.460 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 6M High / 6M Low: |
0.890 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.655 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.53% |
| Volatility 6M: |
|
154.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
