JP Morgan Put 145 PSX 16.08.2024
/ DE000JK2FBC5
JP Morgan Put 145 PSX 16.08.2024/ DE000JK2FBC5 /
| 6/3/2024 8:57:03 AM |
Chg.-0.18 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-14.29% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
145.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JK2FBC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.27 |
| Time value: |
0.76 |
| Break-even: |
123.38 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
4.72% |
| Delta: |
-0.49 |
| Theta: |
-0.06 |
| Omega: |
-6.30 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-12.20% |
| 3 Months |
|
|
-27.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.01 |
| 1M High / 1M Low: |
1.27 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
