JP Morgan Put 175 PSX 20.06.2025
/ DE000JK7RA64
JP Morgan Put 175 PSX 20.06.2025/ DE000JK7RA64 /
| 2024-07-29 9:49:03 AM |
Chg.-0.05 |
Bid5:57:40 PM |
Ask5:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
-1.33% |
3.86
Bid Size: 50,000 |
3.90
Ask Size: 50,000 |
Phillips 66 |
175.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK7RA6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 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: |
-3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
3.02 |
| Time value: |
0.87 |
| Break-even: |
122.35 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
4.01% |
| Delta: |
-0.58 |
| Theta: |
-0.02 |
| Omega: |
-1.94 |
| Rho: |
-1.02 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.58% |
| 1 Month |
|
|
-5.82% |
| 3 Months |
|
|
+1.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.77 |
| 1M High / 1M Low: |
4.32 |
3.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
