JP Morgan Put 125 PSX 16.08.2024
/ DE000JB7SY72
JP Morgan Put 125 PSX 16.08.2024/ DE000JB7SY72 /
| 04/06/2024 12:14:29 |
Chg.+0.110 |
Bid15:38:46 |
Ask15:38:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+34.38% |
0.440
Bid Size: 50,000 |
0.460
Ask Size: 50,000 |
Phillips 66 |
125.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB7SY7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-1.28 |
| Time value: |
0.40 |
| Break-even: |
110.57 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.06 |
| Spread %: |
15.79% |
| Delta: |
-0.25 |
| Theta: |
-0.05 |
| Omega: |
-7.84 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.57% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-32.81% |
| YTD |
|
|
-62.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.280 |
| 1M High / 1M Low: |
0.420 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
18/01/2024 |
1.310 |
| Low (YTD): |
04/04/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
