JP Morgan Put 135 PSX 16.01.2026
/ DE000JK6JNH2
JP Morgan Put 135 PSX 16.01.2026/ DE000JK6JNH2 /
9/17/2024 9:09:12 AM |
Chg.-0.05 |
Bid1:19:25 PM |
Ask1:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.57EUR |
-1.91% |
2.57 Bid Size: 3,000 |
2.66 Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK6JNH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
0.69 |
Time value: |
1.76 |
Break-even: |
96.86 |
Moneyness: |
1.06 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.13 |
Spread %: |
5.84% |
Delta: |
-0.41 |
Theta: |
-0.02 |
Omega: |
-1.91 |
Rho: |
-0.95 |
Quote data
Open: |
2.57 |
High: |
2.57 |
Low: |
2.57 |
Previous Close: |
2.62 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.53% |
1 Month |
|
|
+13.22% |
3 Months |
|
|
+5.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.61 |
1M High / 1M Low: |
2.67 |
2.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |