JP Morgan Put 150 PSX 20.12.2024
/ DE000JK4R3V1
JP Morgan Put 150 PSX 20.12.2024/ DE000JK4R3V1 /
16/08/2024 12:33:22 |
Chg.+0.02 |
Bid20:26:19 |
Ask20:26:19 |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
+1.08% |
1.75 Bid Size: 50,000 |
1.77 Ask Size: 50,000 |
Phillips 66 |
150.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK4R3V |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
1.03 |
Time value: |
0.82 |
Break-even: |
118.21 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.05 |
Spread %: |
2.78% |
Delta: |
-0.55 |
Theta: |
-0.04 |
Omega: |
-3.73 |
Rho: |
-0.30 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.86 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.18% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+0.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.07 |
1.86 |
1M High / 1M Low: |
2.35 |
1.51 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |