JP Morgan Put 115 PSX 20.12.2024
/ DE000JK1GJ98
JP Morgan Put 115 PSX 20.12.2024/ DE000JK1GJ98 /
| 2024-09-24 9:42:34 AM |
Chg.-0.070 |
Bid7:04:10 PM |
Ask7:04:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-17.07% |
0.370
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
Phillips 66 |
115.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK1GJ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-1.45 |
| Time value: |
0.42 |
| Break-even: |
99.30 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.05 |
| Spread %: |
13.51% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-6.61 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-42.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.360 |
| 1M High / 1M Low: |
0.570 |
0.270 |
| 6M High / 6M Low: |
0.730 |
0.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.73% |
| Volatility 6M: |
|
189.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
