JP Morgan Put 150 PSX 20.12.2024
/ DE000JK4R3V1
JP Morgan Put 150 PSX 20.12.2024/ DE000JK4R3V1 /
| 9/18/2024 3:21:10 PM |
Chg.-0.08 |
Bid6:31:55 PM |
Ask6:31:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-3.49% |
2.06
Bid Size: 50,000 |
2.08
Ask Size: 50,000 |
Phillips 66 |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
1.95 |
| Time value: |
0.31 |
| Break-even: |
112.27 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
2.73% |
| Delta: |
-0.71 |
| Theta: |
-0.04 |
| Omega: |
-3.61 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.21 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.15% |
| 1 Month |
|
|
+17.55% |
| 3 Months |
|
|
+3.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
2.29 |
| 1M High / 1M Low: |
2.37 |
1.56 |
| 6M High / 6M Low: |
2.37 |
1.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.54% |
| Volatility 6M: |
|
102.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
