JP Morgan Put 130 PSX 20.09.2024
/ DE000JK1MUC3
JP Morgan Put 130 PSX 20.09.2024/ DE000JK1MUC3 /
9/3/2024 11:49:55 AM |
Chg.- |
Bid8:04:20 AM |
Ask8:04:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
- |
0.260 Bid Size: 3,000 |
0.300 Ask Size: 3,000 |
Phillips 66 |
130.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JK1MUC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/25/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-70.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.22 |
Parity: |
-0.93 |
Time value: |
0.18 |
Break-even: |
115.66 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
5.08 |
Spread abs.: |
0.09 |
Spread %: |
100.00% |
Delta: |
-0.22 |
Theta: |
-0.12 |
Omega: |
-15.34 |
Rho: |
-0.01 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.29% |
1 Month |
|
|
-67.57% |
3 Months |
|
|
-85.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.120 |
1M High / 1M Low: |
0.770 |
0.120 |
6M High / 6M Low: |
0.930 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.385 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
358.41% |
Volatility 6M: |
|
270.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |