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JP Morgan Put 140 PSX 02.08.2024/  DE000JT32N13  /

EUWAX
7/16/2024  11:17:44 AM Chg.+0.010 Bid11:42:17 AM Ask11:42:17 AM Underlying Strike price Expiration date Option type
0.530EUR +1.92% 0.530
Bid Size: 3,000		 0.580
Ask Size: 3,000		 Phillips 66 140.00 USD 8/2/2024 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: 8/2/2024
Issue date: 7/8/2024
Last trading day: 8/1/2024
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:   -