JP Morgan Put 135 PSX 17.01.2025
/ DE000JB87AQ7
JP Morgan Put 135 PSX 17.01.2025/ DE000JB87AQ7 /
| 07/10/2024 10:59:26 |
Chg.-0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-2.02% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
135.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB87AQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-0.33 |
| Time value: |
1.05 |
| Break-even: |
112.56 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.05 |
| Spread %: |
5.00% |
| Delta: |
-0.39 |
| Theta: |
-0.06 |
| Omega: |
-4.75 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.14% |
| 1 Month |
|
|
-31.69% |
| 3 Months |
|
|
-22.40% |
| YTD |
|
|
-51.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.990 |
| 1M High / 1M Low: |
1.570 |
0.990 |
| 6M High / 6M Low: |
1.650 |
0.910 |
| High (YTD): |
17/01/2024 |
2.230 |
| Low (YTD): |
04/04/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.65% |
| Volatility 6M: |
|
123.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
