JP Morgan Put 140 PSX 20.12.2024
/ DE000JK0HF19
JP Morgan Put 140 PSX 20.12.2024/ DE000JK0HF19 /
10/18/2024 8:12:02 AM |
Chg.-0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
-5.43% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
140.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK0HF1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/30/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.47 |
Historic volatility: |
0.23 |
Parity: |
0.68 |
Time value: |
0.62 |
Break-even: |
115.82 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
3.17% |
Delta: |
-0.56 |
Theta: |
-0.07 |
Omega: |
-5.28 |
Rho: |
-0.14 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.29 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.02% |
1 Month |
|
|
-12.23% |
3 Months |
|
|
-17.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.35 |
1.16 |
1M High / 1M Low: |
1.55 |
1.08 |
6M High / 6M Low: |
1.78 |
1.06 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.95% |
Volatility 6M: |
|
127.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |