JP Morgan Put 130 PSX 15.11.2024
/ DE000JK5H6Y9
JP Morgan Put 130 PSX 15.11.2024/ DE000JK5H6Y9 /
2024-10-18 8:48:45 AM |
Chg.-0.080 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-15.09% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
130.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK5H6Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.23 |
Parity: |
-0.24 |
Time value: |
0.53 |
Break-even: |
114.32 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
-0.41 |
Theta: |
-0.11 |
Omega: |
-9.41 |
Rho: |
-0.04 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-35.71% |
3 Months |
|
|
-47.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.450 |
1M High / 1M Low: |
0.780 |
0.430 |
6M High / 6M Low: |
1.150 |
0.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.581 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.810 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.88% |
Volatility 6M: |
|
202.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |