JP Morgan Put 120 PSX 21.02.2025
/ DE000JT3BMB2
JP Morgan Put 120 PSX 21.02.2025/ DE000JT3BMB2 /
| 17/07/2024 10:28:03 |
Chg.-0.030 |
Bid18:34:37 |
Ask18:34:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-3.70% |
0.770
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
Phillips 66 |
120.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT3BMB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/06/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
-1.81 |
| Time value: |
0.82 |
| Break-even: |
101.91 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.09 |
| Spread %: |
12.66% |
| Delta: |
-0.25 |
| Theta: |
-0.03 |
| Omega: |
-3.94 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.800 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
