JP Morgan Call 150 PSX 20.09.2024
/ DE000JK049Y5
JP Morgan Call 150 PSX 20.09.2024/ DE000JK049Y5 /
| 2024-05-31 9:38:26 AM |
Chg.+0.010 |
Bid4:55:34 PM |
Ask4:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
0.870
Bid Size: 50,000 |
0.890
Ask Size: 50,000 |
Phillips 66 |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK049Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-1.07 |
| Time value: |
0.84 |
| Break-even: |
146.89 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.06 |
| Spread %: |
7.69% |
| Delta: |
0.43 |
| Theta: |
-0.06 |
| Omega: |
6.55 |
| Rho: |
0.14 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.59% |
| 1 Month |
|
|
-50.63% |
| 3 Months |
|
|
-41.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.770 |
| 1M High / 1M Low: |
1.580 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
