JP Morgan Put 135 PSX 15.11.2024
/ DE000JK5H6Z6
JP Morgan Put 135 PSX 15.11.2024/ DE000JK5H6Z6 /
| 7/16/2024 8:42:31 AM |
Chg.-0.03 |
Bid10:11:48 AM |
Ask10:11:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-2.88% |
1.01
Bid Size: 3,000 |
1.08
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK5H6Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
-0.47 |
| Time value: |
1.05 |
| Break-even: |
113.37 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
7.14% |
| Delta: |
-0.38 |
| Theta: |
-0.05 |
| Omega: |
-4.60 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.68% |
| 1 Month |
|
|
-15.83% |
| 3 Months |
|
|
+14.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.04 |
| 1M High / 1M Low: |
1.32 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
