JP Morgan Put 155 PSX 16.01.2026
/ DE000JK6JNN0
JP Morgan Put 155 PSX 16.01.2026/ DE000JK6JNN0 /
| 2024-11-12 9:02:43 AM |
Chg.-0.04 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.58EUR |
-1.10% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
155.00 USD |
2026-01-16 |
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: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
2.54 |
| Time value: |
0.95 |
| Break-even: |
110.47 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
4.20% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-1.87 |
| Rho: |
-1.18 |
Quote data
| Open: |
3.58 |
| High: |
3.58 |
| Low: |
3.58 |
| Previous Close: |
3.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.25% |
| 1 Month |
|
|
+8.81% |
| 3 Months |
|
|
+3.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.86 |
3.55 |
| 1M High / 1M Low: |
3.93 |
3.30 |
| 6M High / 6M Low: |
3.93 |
2.92 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.65% |
| Volatility 6M: |
|
50.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
