JP Morgan Put 155 PSX 17.01.2025
/ DE000JK5UTV9
JP Morgan Put 155 PSX 17.01.2025/ DE000JK5UTV9 /
| 18/10/2024 10:32:25 |
Chg.-0.07 |
Bid16:15:47 |
Ask16:15:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-2.97% |
2.38
Bid Size: 50,000 |
2.40
Ask Size: 50,000 |
Phillips 66 |
155.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK5UTV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
15/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
2.00 |
| Time value: |
0.18 |
| Break-even: |
121.34 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.61% |
| Delta: |
-0.76 |
| Theta: |
-0.03 |
| Omega: |
-4.28 |
| Rho: |
-0.29 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.01% |
| 1 Month |
|
|
-13.58% |
| 3 Months |
|
|
+4.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.10 |
| 1M High / 1M Low: |
2.65 |
2.02 |
| 6M High / 6M Low: |
2.81 |
1.86 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.11% |
| Volatility 6M: |
|
95.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
