JP Morgan Put 135 PSX 16.08.2024
/ DE000JB996G5
JP Morgan Put 135 PSX 16.08.2024/ DE000JB996G5 /
12/07/2024 10:49:26 |
Chg.-0.160 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-23.53% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
135.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JB996G |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
21/12/2023 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.21 |
Parity: |
-0.33 |
Time value: |
0.49 |
Break-even: |
118.92 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.05 |
Spread %: |
10.42% |
Delta: |
-0.38 |
Theta: |
-0.09 |
Omega: |
-10.06 |
Rho: |
-0.05 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.64% |
1 Month |
|
|
-35.00% |
3 Months |
|
|
+30.00% |
YTD |
|
|
-67.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.520 |
1M High / 1M Low: |
0.800 |
0.470 |
6M High / 6M Low: |
1.790 |
0.310 |
High (YTD): |
17/01/2024 |
1.790 |
Low (YTD): |
04/04/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.635 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.796 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.57% |
Volatility 6M: |
|
174.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |