JP Morgan Call 150 PSX 16.08.2024
/ DE000JB7SYG1
JP Morgan Call 150 PSX 16.08.2024/ DE000JB7SYG1 /
| 10/06/2024 12:27:08 |
Chg.0.000 |
Bid14:04:41 |
Ask14:04:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.550
Bid Size: 3,000 |
0.590
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB7SYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
22.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
-1.11 |
| Time value: |
0.57 |
| Break-even: |
144.86 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
0.38 |
| Theta: |
-0.07 |
| Omega: |
8.49 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-54.78% |
| 3 Months |
|
|
-68.10% |
| YTD |
|
|
-49.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.490 |
| 1M High / 1M Low: |
1.150 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/04/2024 |
2.950 |
| Low (YTD): |
06/06/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
