JP Morgan Put 130 PSX 15.11.2024
/ DE000JK5H6Y9
JP Morgan Put 130 PSX 15.11.2024/ DE000JK5H6Y9 /
| 08/11/2024 08:48:26 |
Chg.+0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+7.32% |
-
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: |
-26.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.33 |
| Time value: |
0.11 |
| Break-even: |
116.91 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
-0.70 |
| Theta: |
-0.17 |
| Omega: |
-18.70 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.84% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-51.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.410 |
| 1M High / 1M Low: |
0.940 |
0.410 |
| 6M High / 6M Low: |
1.150 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.32% |
| Volatility 6M: |
|
215.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
