JP Morgan Put 140 PSX 02.08.2024
/ DE000JT32N13
JP Morgan Put 140 PSX 02.08.2024/ DE000JT32N13 /
16/07/2024 11:17:44 |
Chg.+0.010 |
Bid12:41:22 |
Ask12:41:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+1.92% |
0.540 Bid Size: 3,000 |
0.580 Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
02/08/2024 |
Put |
Master data
WKN: |
JT32N1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
02/08/2024 |
Issue date: |
08/07/2024 |
Last trading day: |
01/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.01 |
Time value: |
0.50 |
Break-even: |
123.41 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
1.31 |
Spread abs.: |
0.05 |
Spread %: |
10.00% |
Delta: |
-0.47 |
Theta: |
-0.15 |
Omega: |
-12.00 |
Rho: |
-0.03 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.17% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.520 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.726 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |