JP Morgan Put 125 PSX 20.06.2025
/ DE000JK2BBC4
JP Morgan Put 125 PSX 20.06.2025/ DE000JK2BBC4 /
| 6/27/2024 12:52:43 PM |
Chg.-0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-3.52% |
-
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: |
-9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
-1.38 |
| Time value: |
1.40 |
| Break-even: |
103.09 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
7.19% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-2.72 |
| Rho: |
-0.51 |
Quote data
| Open: |
1.36 |
| High: |
1.37 |
| Low: |
1.36 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.04% |
| 1 Month |
|
|
+0.74% |
| 3 Months |
|
|
+11.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.42 |
| 1M High / 1M Low: |
1.55 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
