JP Morgan Put 120 PSX 20.12.2024
/ DE000JK1WCY4
JP Morgan Put 120 PSX 20.12.2024/ DE000JK1WCY4 /
30/08/2024 11:57:36 |
Chg.-0.060 |
Bid21:58:53 |
Ask21:58:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-11.54% |
0.390 Bid Size: 3,000 |
0.450 Ask Size: 3,000 |
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: |
-31.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-1.84 |
Time value: |
0.41 |
Break-even: |
104.55 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.05 |
Spread %: |
15.38% |
Delta: |
-0.21 |
Theta: |
-0.04 |
Omega: |
-6.49 |
Rho: |
-0.09 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.69% |
1 Month |
|
|
+2.22% |
3 Months |
|
|
-41.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.460 |
1M High / 1M Low: |
0.890 |
0.450 |
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: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.99% |
Volatility 6M: |
|
154.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |