JP Morgan Put 145 PSX 20.09.2024
/ DE000JK3X5J4
JP Morgan Put 145 PSX 20.09.2024/ DE000JK3X5J4 /
| 8/9/2024 8:55:50 AM |
Chg.-0.23 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
-15.65% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
145.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JK3X5J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
0.42 |
| Break-even: |
119.85 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
3.17% |
| Delta: |
-0.62 |
| Theta: |
-0.08 |
| Omega: |
-5.96 |
| Rho: |
-0.10 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.77% |
| 1 Month |
|
|
-22.01% |
| 3 Months |
|
|
+6.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.24 |
| 1M High / 1M Low: |
1.59 |
0.70 |
| 6M High / 6M Low: |
1.74 |
0.68 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.41% |
| Volatility 6M: |
|
156.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
