JP Morgan Put 130 PSX 16.08.2024
/ DE000JB7SY80
JP Morgan Put 130 PSX 16.08.2024/ DE000JB7SY80 /
17/07/2024 11:51:38 |
Chg.-0.030 |
Bid17:48:44 |
Ask17:48:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-10.34% |
0.220 Bid Size: 50,000 |
0.240 Ask Size: 50,000 |
Phillips 66 |
130.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JB7SY8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
18/12/2023 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-43.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.90 |
Time value: |
0.29 |
Break-even: |
116.31 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.06 |
Spread %: |
23.08% |
Delta: |
-0.26 |
Theta: |
-0.09 |
Omega: |
-11.52 |
Rho: |
-0.03 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.94% |
1 Month |
|
|
-53.57% |
3 Months |
|
|
-39.53% |
YTD |
|
|
-80.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.270 |
1M High / 1M Low: |
0.570 |
0.270 |
6M High / 6M Low: |
1.540 |
0.230 |
High (YTD): |
17/01/2024 |
1.540 |
Low (YTD): |
04/04/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.596 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.20% |
Volatility 6M: |
|
195.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |