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JP Morgan Put 125 PSX 17.01.2025/  DE000JB3CC05  /

EUWAX
08/11/2024  09:58:22 Chg.+0.060 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.770EUR +8.45% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 125.00 USD 17/01/2025 Put
 

Master data

WKN: JB3CC0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 17/01/2025
Issue date: 14/09/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.93
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.23
Parity: -0.14
Time value: 0.79
Break-even: 108.73
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 5.33%
Delta: -0.43
Theta: -0.06
Omega: -6.36
Rho: -0.11
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.00%
1 Month
  -1.28%
3 Months
  -22.22%
YTD
  -51.57%
1 Year
  -69.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.710
1M High / 1M Low: 1.080 0.640
6M High / 6M Low: 1.230 0.600
High (YTD): 17/01/2024 1.770
Low (YTD): 04/04/2024 0.580
52W High: 10/11/2023 2.550
52W Low: 04/04/2024 0.580
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.817
Avg. volume 1M:   0.000
Avg. price 6M:   0.882
Avg. volume 6M:   0.000
Avg. price 1Y:   1.097
Avg. volume 1Y:   0.000
Volatility 1M:   157.44%
Volatility 6M:   163.56%
Volatility 1Y:   132.31%
Volatility 3Y:   -