JP Morgan Put 135 PSX 16.08.2024
/ DE000JB996G5
JP Morgan Put 135 PSX 16.08.2024/ DE000JB996G5 /
| 7/5/2024 10:22:54 AM |
Chg.-0.040 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-7.84% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
135.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.54 |
| Break-even: |
119.10 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
-0.39 |
| Theta: |
-0.08 |
| Omega: |
-9.19 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.96% |
| 1 Month |
|
|
-39.74% |
| 3 Months |
|
|
+27.03% |
| YTD |
|
|
-70.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
0.800 |
0.470 |
| 6M High / 6M Low: |
1.790 |
0.310 |
| High (YTD): |
1/17/2024 |
1.790 |
| Low (YTD): |
4/4/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.00% |
| Volatility 6M: |
|
166.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
