JP Morgan Call 170 PSX 20.09.2024
/ DE000JK04A37
JP Morgan Call 170 PSX 20.09.2024/ DE000JK04A37 /
| 31/05/2024 09:38:27 |
Chg.+0.010 |
Bid14:21:35 |
Ask14:21:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 2,000 |
0.340
Ask Size: 2,000 |
Phillips 66 |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK04A3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-2.92 |
| Time value: |
0.36 |
| Break-even: |
160.55 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.09 |
| Spread %: |
33.33% |
| Delta: |
0.23 |
| Theta: |
-0.04 |
| Omega: |
8.29 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-67.07% |
| 3 Months |
|
|
-60.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.260 |
| 1M High / 1M Low: |
0.820 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
