JP Morgan Put 145 R66 15.11.2024
/ DE000JK5H705
JP Morgan Put 145 R66 15.11.2024/ DE000JK5H705 /
| 2024-10-28 12:23:59 PM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILLIPS 66 D... |
145.00 - |
2024-11-15 |
Put |
Master data
| WKN: |
JK5H70 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PHILLIPS 66 DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
3.26 |
| Time value: |
-1.48 |
| Break-even: |
127.20 |
| Moneyness: |
1.29 |
| Premium: |
-0.13 |
| Premium p.a.: |
-0.97 |
| Spread abs.: |
0.17 |
| Spread %: |
10.56% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.27% |
| 1 Month |
|
|
+20.27% |
| 3 Months |
|
|
+66.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.48 |
| 1M High / 1M Low: |
1.78 |
1.07 |
| 6M High / 6M Low: |
1.92 |
1.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.12% |
| Volatility 6M: |
|
134.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
