JP Morgan Put 145 PSX 17.01.2025
/ DE000JK2Y2X2
JP Morgan Put 145 PSX 17.01.2025/ DE000JK2Y2X2 /
8/9/2024 10:41:39 AM |
Chg.-0.18 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
-8.65% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
145.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
JK2Y2X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.42 |
Historic volatility: |
0.22 |
Parity: |
0.88 |
Time value: |
0.90 |
Break-even: |
115.06 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.05 |
Spread %: |
3.19% |
Delta: |
-0.52 |
Theta: |
-0.04 |
Omega: |
-3.63 |
Rho: |
-0.36 |
Quote data
Open: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
2.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.85% |
1 Month |
|
|
-7.77% |
3 Months |
|
|
+13.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
1.90 |
1M High / 1M Low: |
2.17 |
1.37 |
6M High / 6M Low: |
2.17 |
1.13 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.05 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.00% |
Volatility 6M: |
|
96.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |