JP Morgan Call 135 PSX 16.08.2024
/ DE000JB7SYA4
JP Morgan Call 135 PSX 16.08.2024/ DE000JB7SYA4 /
| 6/19/2024 11:56:59 AM |
Chg.-0.09 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-8.65% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
135.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB7SYA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.08 |
| Time value: |
0.93 |
| Break-even: |
135.81 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
5.21% |
| Delta: |
0.56 |
| Theta: |
-0.09 |
| Omega: |
7.05 |
| Rho: |
0.10 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.80% |
| 1 Month |
|
|
-42.77% |
| 3 Months |
|
|
-65.95% |
| YTD |
|
|
-40.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.97 |
| 1M High / 1M Low: |
1.80 |
0.97 |
| 6M High / 6M Low: |
3.97 |
0.97 |
| High (YTD): |
4/4/2024 |
3.97 |
| Low (YTD): |
6/13/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.25% |
| Volatility 6M: |
|
113.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
