JP Morgan Put 145 PSX 20.06.2025
/ DE000JK2BBG5
JP Morgan Put 145 PSX 20.06.2025/ DE000JK2BBG5 /
| 12/11/2024 10:18:24 |
Chg.-0.10 |
Bid12/11/2024 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-3.89% |
2.47
Bid Size: 3,000 |
2.55
Ask Size: 3,000 |
Phillips 66 |
145.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK2BBG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
0.94 |
| Break-even: |
110.58 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
3.25% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-2.59 |
| Rho: |
-0.55 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.15% |
| 1 Month |
|
|
+13.30% |
| 3 Months |
|
|
+2.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.48 |
| 1M High / 1M Low: |
2.78 |
2.14 |
| 6M High / 6M Low: |
2.78 |
1.93 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.41% |
| Volatility 6M: |
|
69.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
