JP Morgan Put 135 PSX 15.11.2024
/ DE000JK5H6Z6
JP Morgan Put 135 PSX 15.11.2024/ DE000JK5H6Z6 /
| 2024-09-24 8:49:44 AM |
Chg.-0.110 |
Bid4:36:54 PM |
Ask4:36:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-11.34% |
0.890
Bid Size: 75,000 |
0.900
Ask Size: 75,000 |
Phillips 66 |
135.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5H6Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.59 |
| Break-even: |
112.10 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
-0.53 |
| Theta: |
-0.07 |
| Omega: |
-6.61 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.56% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
-25.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.850 |
| 1M High / 1M Low: |
1.270 |
0.650 |
| 6M High / 6M Low: |
1.390 |
0.620 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.001 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.025 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.43% |
| Volatility 6M: |
|
172.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
