JP Morgan Put 125 PSX 15.11.2024
/ DE000JK5H6X1
JP Morgan Put 125 PSX 15.11.2024/ DE000JK5H6X1 /
8/14/2024 8:44:31 AM |
Chg.-0.010 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-1.52% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
125.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK5H6X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
-0.88 |
Time value: |
0.65 |
Break-even: |
107.13 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.05 |
Spread %: |
7.46% |
Delta: |
-0.32 |
Theta: |
-0.05 |
Omega: |
-5.91 |
Rho: |
-0.12 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.72% |
1 Month |
|
|
-5.80% |
3 Months |
|
|
-9.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.660 |
1M High / 1M Low: |
0.910 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.646 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
313.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |