JP Morgan Put 170 PSX 20.06.2025
/ DE000JK7RA56
JP Morgan Put 170 PSX 20.06.2025/ DE000JK7RA56 /
| 2024-06-27 9:51:20 AM |
Chg.0.00 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
170.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK7RA5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
2.83 |
| Time value: |
0.73 |
| Break-even: |
123.60 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.14 |
| Spread %: |
4.11% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-2.13 |
| Rho: |
-1.09 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.18% |
| 1 Month |
|
|
+2.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.62 |
| 1M High / 1M Low: |
3.90 |
3.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
