JP Morgan Put 145 PSX 15.11.2024
/ DE000JK5H705
JP Morgan Put 145 PSX 15.11.2024/ DE000JK5H705 /
| 2024-07-12 8:46:46 AM |
Chg.-0.16 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-9.20% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
145.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5H70 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
0.93 |
| Break-even: |
116.65 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
4.38% |
| Delta: |
-0.51 |
| Theta: |
-0.04 |
| Omega: |
-3.88 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.22% |
| 1 Month |
|
|
-3.66% |
| 3 Months |
|
|
+46.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.46 |
| 1M High / 1M Low: |
1.84 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
