JP Morgan Put 135 PSX 17.01.2025
/ DE000JB87AQ7
JP Morgan Put 135 PSX 17.01.2025/ DE000JB87AQ7 /
| 03/09/2024 10:47:42 |
Chg.0.000 |
Bid19:44:46 |
Ask19:44:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
0.00% |
1.220
Bid Size: 75,000 |
1.240
Ask Size: 75,000 |
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: |
-12.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-0.48 |
| Time value: |
1.04 |
| Break-even: |
111.58 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.10 |
| Spread %: |
10.64% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-4.53 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.38% |
| 1 Month |
|
|
-17.09% |
| 3 Months |
|
|
-27.07% |
| YTD |
|
|
-51.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.970 |
| 1M High / 1M Low: |
1.650 |
0.970 |
| 6M High / 6M Low: |
1.650 |
0.820 |
| High (YTD): |
17/01/2024 |
2.230 |
| Low (YTD): |
04/04/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.06% |
| Volatility 6M: |
|
117.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
