JP Morgan Call 170 PSX 16.08.2024
/ DE000JB9AJF8
JP Morgan Call 170 PSX 16.08.2024/ DE000JB9AJF8 /
2024-06-19 10:04:55 AM |
Chg.-0.016 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
-20.25% |
- Bid Size: - |
- Ask Size: - |
Phillips 66 |
170.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB9AJF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-01-05 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
61.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.21 |
Parity: |
-3.18 |
Time value: |
0.20 |
Break-even: |
160.35 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
3.45 |
Spread abs.: |
0.14 |
Spread %: |
233.33% |
Delta: |
0.16 |
Theta: |
-0.06 |
Omega: |
10.17 |
Rho: |
0.03 |
Quote data
Open: |
0.063 |
High: |
0.063 |
Low: |
0.063 |
Previous Close: |
0.079 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.50% |
1 Month |
|
|
-79.68% |
3 Months |
|
|
-94.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.074 |
1M High / 1M Low: |
0.390 |
0.074 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |