JP Morgan Put 140 PSX 15.11.2024
/ DE000JK5H713
JP Morgan Put 140 PSX 15.11.2024/ DE000JK5H713 /
7/29/2024 8:53:33 AM |
Chg.-0.01 |
Bid1:35:58 PM |
Ask1:35:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-0.93% |
1.10 Bid Size: 3,000 |
1.15 Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK5H71 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
-0.20 |
Time value: |
1.16 |
Break-even: |
117.40 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.07 |
Spread %: |
6.42% |
Delta: |
-0.41 |
Theta: |
-0.05 |
Omega: |
-4.61 |
Rho: |
-0.19 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.54% |
1 Month |
|
|
-18.46% |
3 Months |
|
|
-13.82% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.07 |
1M High / 1M Low: |
1.57 |
1.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |