JP Morgan Put 145 PSX 20.12.2024
/ DE000JK314B1
JP Morgan Put 145 PSX 20.12.2024/ DE000JK314B1 /
14/08/2024 14:13:20 |
Chg.+0.04 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
+2.30% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
145.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK314B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
08/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
0.94 |
Time value: |
0.71 |
Break-even: |
115.31 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
2.82% |
Delta: |
-0.55 |
Theta: |
-0.04 |
Omega: |
-4.08 |
Rho: |
-0.29 |
Quote data
Open: |
1.78 |
High: |
1.78 |
Low: |
1.78 |
Previous Close: |
1.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.10% |
1 Month |
|
|
+9.20% |
3 Months |
|
|
+5.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.98 |
1.74 |
1M High / 1M Low: |
2.08 |
1.27 |
6M High / 6M Low: |
2.08 |
1.02 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.13% |
Volatility 6M: |
|
104.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |