JP Morgan Put 165 R66 16.01.2026
/ DE000JK7LVB2
JP Morgan Put 165 R66 16.01.2026/ DE000JK7LVB2 /
2024-06-20 9:09:06 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.02EUR |
- |
- Bid Size: - |
- Ask Size: - |
PHILLIPS 66 D... |
165.00 - |
2026-01-16 |
Put |
Master data
WKN: |
JK7LVB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PHILLIPS 66 DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
165.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-04 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.79 |
Intrinsic value: |
3.79 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
3.79 |
Time value: |
0.37 |
Break-even: |
123.40 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.15 |
Spread %: |
3.74% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-1.84 |
Rho: |
-1.78 |
Quote data
Open: |
4.02 |
High: |
4.02 |
Low: |
4.02 |
Previous Close: |
4.03 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.77% |
3 Months |
|
|
+27.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.03 |
3.94 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
19.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |