JP Morgan Put 125 PSX 20.06.2025
/ DE000JK2BBC4
JP Morgan Put 125 PSX 20.06.2025/ DE000JK2BBC4 /
8/14/2024 10:35:42 AM |
Chg.0.00 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
125.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
JK2BBC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
125.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
-0.88 |
Time value: |
1.43 |
Break-even: |
99.40 |
Moneyness: |
0.93 |
Premium: |
0.19 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.09 |
Spread %: |
6.80% |
Delta: |
-0.32 |
Theta: |
-0.03 |
Omega: |
-2.77 |
Rho: |
-0.46 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.41% |
1 Month |
|
|
+5.04% |
3 Months |
|
|
+5.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.61 |
1.46 |
1M High / 1M Low: |
1.69 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |