JP Morgan Put 135 PSX 20.06.2025
/ DE000JK2BBE0
JP Morgan Put 135 PSX 20.06.2025/ DE000JK2BBE0 /
| 09/10/2024 10:51:56 |
Chg.+0.18 |
Bid14:02:46 |
Ask14:02:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+10.84% |
1.85
Bid Size: 3,000 |
1.90
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK2BBE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
1.68 |
| Break-even: |
103.80 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
4.35% |
| Delta: |
-0.42 |
| Theta: |
-0.03 |
| Omega: |
-2.62 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-10.24% |
| 3 Months |
|
|
-4.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.60 |
| 1M High / 1M Low: |
2.14 |
1.60 |
| 6M High / 6M Low: |
2.16 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.63% |
| Volatility 6M: |
|
81.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
