JP Morgan Put 155 PSX 16.01.2026
/ DE000JK6JNN0
JP Morgan Put 155 PSX 16.01.2026/ DE000JK6JNN0 /
| 09/08/2024 08:58:23 |
Chg.-0.12 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.50EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
155.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
1.79 |
| Time value: |
1.84 |
| Break-even: |
105.70 |
| Moneyness: |
1.14 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
4.31% |
| Delta: |
-0.44 |
| Theta: |
-0.02 |
| Omega: |
-1.49 |
| Rho: |
-1.30 |
Quote data
| Open: |
3.50 |
| High: |
3.50 |
| Low: |
3.50 |
| Previous Close: |
3.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.02% |
| 1 Month |
|
|
+0.86% |
| 3 Months |
|
|
+14.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
3.50 |
| 1M High / 1M Low: |
3.67 |
2.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
