JP Morgan Put 145 PSX 20.06.2025
/ DE000JK2BBG5
JP Morgan Put 145 PSX 20.06.2025/ DE000JK2BBG5 /
| 2024-09-24 10:31:02 AM |
Chg.- |
Bid9:25:30 AM |
Ask9:25:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
- |
2.40
Bid Size: 3,000 |
2.49
Ask Size: 3,000 |
Phillips 66 |
145.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2BBG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
1.25 |
| Time value: |
0.94 |
| Break-even: |
108.63 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
3.85% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-2.80 |
| Rho: |
-0.61 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.30 |
| 1M High / 1M Low: |
2.68 |
2.01 |
| 6M High / 6M Low: |
2.68 |
1.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.16% |
| Volatility 6M: |
|
74.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
