JP Morgan Put 140 PSX 26.07.2024
/ DE000JT2QK28
JP Morgan Put 140 PSX 26.07.2024/ DE000JT2QK28 /
| 7/16/2024 10:45:40 AM |
Chg.+0.010 |
Bid12:09:21 PM |
Ask12:09:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+2.56% |
0.400
Bid Size: 3,000 |
0.450
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
7/26/2024 |
Put |
Master data
| WKN: |
JT2QK2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
7/26/2024 |
| Issue date: |
6/28/2024 |
| Last trading day: |
7/25/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
-0.01 |
| Time value: |
0.39 |
| Break-even: |
124.61 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
-0.48 |
| Theta: |
-0.19 |
| Omega: |
-15.90 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| 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: |
|
- |
