JP Morgan Put 140 PSX 19.07.2024
/ DE000JK1N8R5
JP Morgan Put 140 PSX 19.07.2024/ DE000JK1N8R5 /
| 2024-06-27 8:14:33 AM |
Chg.0.000 |
Bid11:57:09 AM |
Ask11:57:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.460
Bid Size: 3,000 |
0.510
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK1N8R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
0.02 |
| Time value: |
0.54 |
| Break-even: |
125.49 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
-0.48 |
| Theta: |
-0.12 |
| Omega: |
-11.13 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
+58.06% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.490 |
| 1M High / 1M Low: |
0.830 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
