JP Morgan Put 135 PSX 17.01.2025
/ DE000JB87AQ7
JP Morgan Put 135 PSX 17.01.2025/ DE000JB87AQ7 /
| 10/9/2024 11:06:45 AM |
Chg.+0.19 |
Bid6:06:03 PM |
Ask6:06:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+18.63% |
1.14
Bid Size: 75,000 |
1.16
Ask Size: 75,000 |
Phillips 66 |
135.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/21/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
1.02 |
| Break-even: |
110.40 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
3.28% |
| Delta: |
-0.47 |
| Theta: |
-0.05 |
| Omega: |
-4.48 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.04% |
| 1 Month |
|
|
-18.79% |
| 3 Months |
|
|
-15.97% |
| YTD |
|
|
-40.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.97 |
| 1M High / 1M Low: |
1.57 |
0.97 |
| 6M High / 6M Low: |
1.65 |
0.91 |
| High (YTD): |
1/17/2024 |
2.23 |
| Low (YTD): |
4/4/2024 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.16% |
| Volatility 6M: |
|
123.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
