JP Morgan Put 135 PSX 17.01.2025
/ DE000JB87AQ7
JP Morgan Put 135 PSX 17.01.2025/ DE000JB87AQ7 /
26/07/2024 10:48:29 |
Chg.-0.15 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.17EUR |
-11.36% |
- 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: |
-10.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.66 |
Time value: |
1.24 |
Break-even: |
111.96 |
Moneyness: |
0.95 |
Premium: |
0.15 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.09 |
Spread %: |
7.83% |
Delta: |
-0.35 |
Theta: |
-0.04 |
Omega: |
-3.74 |
Rho: |
-0.28 |
Quote data
Open: |
1.17 |
High: |
1.17 |
Low: |
1.17 |
Previous Close: |
1.32 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.69% |
1 Month |
|
|
-10.69% |
3 Months |
|
|
+6.36% |
YTD |
|
|
-42.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.34 |
1.17 |
1M High / 1M Low: |
1.54 |
1.17 |
6M High / 6M Low: |
1.77 |
0.82 |
High (YTD): |
17/01/2024 |
2.23 |
Low (YTD): |
04/04/2024 |
0.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.37% |
Volatility 6M: |
|
91.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |