JP Morgan Put 150 PSX 20.06.2025
/ DE000JK5DKU6
JP Morgan Put 150 PSX 20.06.2025/ DE000JK5DKU6 /
| 30/08/2024 08:22:29 |
Chg.-0.08 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-3.23% |
2.26
Bid Size: 3,000 |
2.36
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK5DKU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
12/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.88 |
| Time value: |
1.48 |
| Break-even: |
112.18 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
4.42% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-2.45 |
| Rho: |
-0.65 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
-1.64% |
| 3 Months |
|
|
-10.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
2.40 |
| 1M High / 1M Low: |
2.92 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
