JP Morgan Put 175 PSX 20.06.2025/  DE000JK7RA64  /

EUWAX
2024-07-26  9:52:39 AM Chg.-0.23 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
3.77EUR -5.75% -
Bid Size: -
-
Ask Size: -
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: 122.30
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: -1.03
 

Quote data

Open: 3.77
High: 3.77
Low: 3.77
Previous Close: 4.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.75%
1 Month
  -4.56%
3 Months  
+10.56%
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:   52.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -