JP Morgan Put 135 PSX 20.12.2024
/ DE000JK0FA08
JP Morgan Put 135 PSX 20.12.2024/ DE000JK0FA08 /
| 12/11/2024 11:07:22 |
Chg.-0.06 |
Bid11:56:34 |
Ask11:56:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-5.45% |
1.04
Bid Size: 3,000 |
1.08
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK0FA0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
0.66 |
| Time value: |
0.42 |
| Break-even: |
115.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
3.85% |
| Delta: |
-0.61 |
| Theta: |
-0.08 |
| Omega: |
-6.72 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.73% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
-16.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.09 |
| 1M High / 1M Low: |
1.48 |
0.92 |
| 6M High / 6M Low: |
1.54 |
0.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.82% |
| Volatility 6M: |
|
134.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
