JP Morgan Put 145 PSX 15.11.2024
/ DE000JK5H705
JP Morgan Put 145 PSX 15.11.2024/ DE000JK5H705 /
| 03/09/2024 08:57:39 |
Chg.-0.05 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-4.42% |
1.39
Bid Size: 3,000 |
1.43
Ask Size: 3,000 |
Phillips 66 |
145.00 USD |
15/11/2024 |
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: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.42 |
| Time value: |
0.63 |
| Break-even: |
120.45 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
8.33% |
| Delta: |
-0.53 |
| Theta: |
-0.05 |
| Omega: |
-6.30 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.40% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-30.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.13 |
| 1M High / 1M Low: |
1.88 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
