JP Morgan Put 155 PSX 16.01.2026
/ DE000JK6JNN0
JP Morgan Put 155 PSX 16.01.2026/ DE000JK6JNN0 /
10/18/2024 9:14:03 AM |
Chg.-0.07 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.37EUR |
-2.03% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
155.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK6JNN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.19 |
Intrinsic value: |
2.06 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
2.06 |
Time value: |
1.21 |
Break-even: |
109.96 |
Moneyness: |
1.17 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.14 |
Spread %: |
4.41% |
Delta: |
-0.50 |
Theta: |
-0.02 |
Omega: |
-1.88 |
Rho: |
-1.17 |
Quote data
Open: |
3.37 |
High: |
3.37 |
Low: |
3.37 |
Previous Close: |
3.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.43% |
1 Month |
|
|
-1.75% |
3 Months |
|
|
+1.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.46 |
3.30 |
1M High / 1M Low: |
3.52 |
3.18 |
6M High / 6M Low: |
3.77 |
2.84 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.40 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.21% |
Volatility 6M: |
|
53.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |