JP Morgan Put 135 PSX 02.08.2024
/ DE000JT32N05
JP Morgan Put 135 PSX 02.08.2024/ DE000JT32N05 /
16/07/2024 11:17:44 |
Chg.0.000 |
Bid12:21:06 |
Ask12:21:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
0.00% |
0.330 Bid Size: 3,000 |
0.380 Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
02/08/2024 |
Put |
Master data
WKN: |
JT32N0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
02/08/2024 |
Issue date: |
08/07/2024 |
Last trading day: |
01/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-36.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.21 |
Parity: |
-0.47 |
Time value: |
0.35 |
Break-even: |
120.37 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
2.74 |
Spread abs.: |
0.05 |
Spread %: |
16.67% |
Delta: |
-0.34 |
Theta: |
-0.15 |
Omega: |
-12.63 |
Rho: |
-0.02 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.320 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |