JP Morgan Call 140 PSX 16.08.2024
/ DE000JB7SYD8
JP Morgan Call 140 PSX 16.08.2024/ DE000JB7SYD8 /
| 31/05/2024 12:05:19 |
Chg.+0.010 |
Bid13:40:01 |
Ask13:40:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.980
Bid Size: 3,000 |
1.020
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB7SYD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-0.15 |
| Time value: |
0.96 |
| Break-even: |
138.85 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
5.05% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
7.07 |
| Rho: |
0.12 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.10% |
| 1 Month |
|
|
-48.70% |
| 3 Months |
|
|
-40.36% |
| YTD |
|
|
-28.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.980 |
| 1M High / 1M Low: |
1.930 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/04/2024 |
3.610 |
| Low (YTD): |
30/05/2024 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.384 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
