JP Morgan Put 130 PSX 15.11.2024
/ DE000JK5H6Y9
JP Morgan Put 130 PSX 15.11.2024/ DE000JK5H6Y9 /
16/08/2024 08:44:18 |
Chg.-0.050 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-6.85% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
130.00 USD |
15/11/2024 |
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: |
15/11/2024 |
Issue date: |
19/03/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
-0.79 |
Time value: |
0.73 |
Break-even: |
111.18 |
Moneyness: |
0.94 |
Premium: |
0.12 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.05 |
Spread %: |
7.35% |
Delta: |
-0.33 |
Theta: |
-0.05 |
Omega: |
-5.75 |
Rho: |
-0.12 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.27% |
1 Month |
|
|
-16.05% |
3 Months |
|
|
-19.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.730 |
1M High / 1M Low: |
1.150 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.815 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
313.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |