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JP Morgan Put 120 PSX 17.01.2025/  DE000JB2N511  /

EUWAX
2024-09-23  9:00:40 AM Chg.+0.070 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.660EUR +11.86% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 120.00 USD 2025-01-17 Put
 

Master data

WKN: JB2N51
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.40
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.22
Parity: -0.89
Time value: 0.71
Break-even: 100.43
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 7.58%
Delta: -0.32
Theta: -0.04
Omega: -5.18
Rho: -0.14
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.51%
1 Month
  -1.49%
3 Months
  -21.43%
YTD
  -52.17%
1 Year
  -68.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.590
1M High / 1M Low: 0.860 0.460
6M High / 6M Low: 0.980 0.460
High (YTD): 2024-01-18 1.550
Low (YTD): 2024-09-03 0.460
52W High: 2023-10-05 2.610
52W Low: 2024-09-03 0.460
Avg. price 1W:   0.714
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   0.724
Avg. volume 6M:   0.000
Avg. price 1Y:   1.146
Avg. volume 1Y:   0.000
Volatility 1M:   187.32%
Volatility 6M:   155.35%
Volatility 1Y:   120.67%
Volatility 3Y:   -