JP Morgan Put 155 R66 20.06.2025
/ DE000JK4CFT3
JP Morgan Put 155 R66 20.06.2025/ DE000JK4CFT3 /
20/06/2024 10:31:30 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
3.02EUR |
- |
- Bid Size: - |
- Ask Size: - |
PHILLIPS 66 D... |
155.00 - |
20/06/2025 |
Put |
Master data
WKN: |
JK4CFT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PHILLIPS 66 DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 - |
Maturity: |
20/06/2025 |
Issue date: |
15/03/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.73 |
Intrinsic value: |
2.73 |
Implied volatility: |
0.33 |
Historic volatility: |
0.21 |
Parity: |
2.73 |
Time value: |
0.37 |
Break-even: |
124.00 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.09 |
Spread %: |
2.99% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-2.59 |
Rho: |
-1.06 |
Quote data
Open: |
3.02 |
High: |
3.02 |
Low: |
3.02 |
Previous Close: |
3.03 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.07% |
3 Months |
|
|
+44.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.03 |
2.84 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
2.94 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |