JP Morgan Put 135 PSX 20.09.2024
/ DE000JK0X2L0
JP Morgan Put 135 PSX 20.09.2024/ DE000JK0X2L0 /
2024-06-10 12:49:42 PM |
Chg.0.000 |
Bid1:11:04 PM |
Ask1:11:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
0.00% |
0.940 Bid Size: 3,000 |
0.980 Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
JK0X2L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-26 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
-0.28 |
Time value: |
1.01 |
Break-even: |
115.15 |
Moneyness: |
0.98 |
Premium: |
0.10 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.06 |
Spread %: |
6.32% |
Delta: |
-0.40 |
Theta: |
-0.05 |
Omega: |
-5.06 |
Rho: |
-0.17 |
Quote data
Open: |
0.940 |
High: |
0.950 |
Low: |
0.940 |
Previous Close: |
0.950 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-3.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.850 |
1M High / 1M Low: |
1.010 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |