JP Morgan Put 145 PSX 20.06.2025
/ DE000JK2BBG5
JP Morgan Put 145 PSX 20.06.2025/ DE000JK2BBG5 /
9/5/2024 10:32:01 AM |
Chg.+0.05 |
Bid7:54:02 PM |
Ask7:54:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.33EUR |
+2.19% |
2.49 Bid Size: 75,000 |
2.52 Ask Size: 75,000 |
Phillips 66 |
145.00 USD |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
2/29/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.42 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
1.15 |
Time value: |
1.30 |
Break-even: |
106.36 |
Moneyness: |
1.10 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.09 |
Spread %: |
3.81% |
Delta: |
-0.48 |
Theta: |
-0.03 |
Omega: |
-2.33 |
Rho: |
-0.64 |
Quote data
Open: |
2.33 |
High: |
2.33 |
Low: |
2.33 |
Previous Close: |
2.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.56% |
1 Month |
|
|
-10.04% |
3 Months |
|
|
-4.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.28 |
2.01 |
1M High / 1M Low: |
2.67 |
2.01 |
6M High / 6M Low: |
2.67 |
1.57 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.12% |
Volatility 6M: |
|
75.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |