JP Morgan Put 125 PSX 15.11.2024
/ DE000JK5H6X1
JP Morgan Put 125 PSX 15.11.2024/ DE000JK5H6X1 /
| 11/12/2024 8:43:02 AM |
Chg.-0.060 |
Bid3:16:35 PM |
Ask3:16:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-37.50% |
0.078
Bid Size: 3,000 |
0.120
Ask Size: 3,000 |
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: |
-85.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.24 |
| Parity: |
-0.28 |
| Time value: |
0.14 |
| Break-even: |
115.82 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
62.48 |
| Spread abs.: |
0.04 |
| Spread %: |
36.36% |
| Delta: |
-0.32 |
| Theta: |
-0.39 |
| Omega: |
-27.50 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.13% |
| 1 Month |
|
|
-68.75% |
| 3 Months |
|
|
-85.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.160 |
| 1M High / 1M Low: |
0.600 |
0.160 |
| 6M High / 6M Low: |
0.910 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.39% |
| Volatility 6M: |
|
240.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
