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JP Morgan Put 125 PSX 17.01.2025/  DE000JB3CC05  /

EUWAX
2024-09-23  9:47:56 AM Chg.+0.080 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.850EUR +10.39% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 125.00 USD 2025-01-17 Put
 

Master data

WKN: JB3CC0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.44
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.22
Parity: -0.45
Time value: 0.81
Break-even: 103.95
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.38
Spread abs.: 0.04
Spread %: 5.88%
Delta: -0.37
Theta: -0.04
Omega: -5.36
Rho: -0.16
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.14%
1 Month  
+1.19%
3 Months
  -15.00%
YTD
  -46.54%
1 Year
  -63.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.770
1M High / 1M Low: 1.070 0.600
6M High / 6M Low: 1.230 0.580
High (YTD): 2024-01-17 1.770
Low (YTD): 2024-04-04 0.580
52W High: 2023-10-05 2.880
52W Low: 2024-04-04 0.580
Avg. price 1W:   0.874
Avg. volume 1W:   0.000
Avg. price 1M:   0.866
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   1.335
Avg. volume 1Y:   0.000
Volatility 1M:   169.67%
Volatility 6M:   157.67%
Volatility 1Y:   120.99%
Volatility 3Y:   -