JP Morgan Put 125 R66 16.08.2024
/ DE000JB7SY72
JP Morgan Put 125 R66 16.08.2024/ DE000JB7SY72 /
| 7/1/2024 2:26:26 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
125.00 - |
8/16/2024 |
Put |
Master data
| WKN: |
JB7SY7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
7/2/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-0.32 |
| Time value: |
0.29 |
| Break-even: |
122.10 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
-0.36 |
| Theta: |
-0.07 |
| Omega: |
-15.82 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
-34.38% |
| YTD |
|
|
-81.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.400 |
0.210 |
| 6M High / 6M Low: |
1.310 |
0.170 |
| High (YTD): |
1/18/2024 |
1.310 |
| Low (YTD): |
4/4/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.98% |
| Volatility 6M: |
|
209.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
