JP Morgan Put 130 PSX 17.01.2025
/ DE000JB72RJ8
JP Morgan Put 130 PSX 17.01.2025/ DE000JB72RJ8 /
2024-09-24 9:58:28 AM |
Chg.-0.10 |
Bid3:49:53 PM |
Ask3:49:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.97EUR |
-9.35% |
0.96 Bid Size: 75,000 |
0.98 Ask Size: 75,000 |
Phillips 66 |
130.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JB72RJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-12-04 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-0.10 |
Time value: |
1.05 |
Break-even: |
106.50 |
Moneyness: |
0.99 |
Premium: |
0.10 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.05 |
Spread %: |
5.00% |
Delta: |
-0.42 |
Theta: |
-0.04 |
Omega: |
-4.72 |
Rho: |
-0.19 |
Quote data
Open: |
0.97 |
High: |
0.97 |
Low: |
0.97 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.49% |
1 Month |
|
|
-6.73% |
3 Months |
|
|
-19.17% |
YTD |
|
|
-46.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
0.97 |
1M High / 1M Low: |
1.31 |
0.77 |
6M High / 6M Low: |
1.44 |
0.69 |
High (YTD): |
2024-01-17 |
2.01 |
Low (YTD): |
2024-04-04 |
0.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.00% |
Volatility 6M: |
|
144.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |