JP Morgan Put 130 PSX 20.06.2025
/ DE000JK2BBD2
JP Morgan Put 130 PSX 20.06.2025/ DE000JK2BBD2 /
14/08/2024 10:35:43 |
Chg.+0.01 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+0.60% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
130.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
JK2BBD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
29/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.22 |
Parity: |
-0.42 |
Time value: |
1.79 |
Break-even: |
100.32 |
Moneyness: |
0.97 |
Premium: |
0.18 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.10 |
Spread %: |
5.92% |
Delta: |
-0.35 |
Theta: |
-0.03 |
Omega: |
-2.42 |
Rho: |
-0.52 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.08% |
1 Month |
|
|
+5.66% |
3 Months |
|
|
+6.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.67 |
1M High / 1M Low: |
1.92 |
1.29 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.59 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |