JP Morgan Put 135 PSX 17.01.2025
/ DE000JB87AQ7
JP Morgan Put 135 PSX 17.01.2025/ DE000JB87AQ7 /
| 2024-09-24 10:47:25 AM |
Chg.-0.13 |
Bid4:28:33 PM |
Ask4:28:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-9.92% |
1.20
Bid Size: 75,000 |
1.22
Ask Size: 75,000 |
Phillips 66 |
135.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB87AQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.35 |
| Time value: |
0.94 |
| Break-even: |
108.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
4.03% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-4.39 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.18% |
| 1 Month |
|
|
-5.60% |
| 3 Months |
|
|
-16.31% |
| YTD |
|
|
-41.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.19 |
| 1M High / 1M Low: |
1.57 |
0.97 |
| 6M High / 6M Low: |
1.65 |
0.82 |
| High (YTD): |
2024-01-17 |
2.23 |
| Low (YTD): |
2024-04-04 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.16% |
| Volatility 6M: |
|
122.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
