JP Morgan Put 130 PSX 05.07.2024
/ DE000JT2VK54
JP Morgan Put 130 PSX 05.07.2024/ DE000JT2VK54 /
| 2024-06-27 8:53:40 AM |
Chg.-0.002 |
Bid4:16:26 PM |
Ask4:16:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
-4.65% |
0.043
Bid Size: 25,000 |
0.073
Ask Size: 25,000 |
Phillips 66 |
130.00 USD |
2024-07-05 |
Put |
Master data
| WKN: |
JT2VK5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-07-05 |
| Issue date: |
2024-06-11 |
| Last trading day: |
2024-07-04 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-87.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.21 |
| Parity: |
-0.92 |
| Time value: |
0.15 |
| Break-even: |
120.22 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
34.57 |
| Spread abs.: |
0.11 |
| Spread %: |
233.33% |
| Delta: |
-0.21 |
| Theta: |
-0.22 |
| Omega: |
-17.93 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.043 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
