JP Morgan Put 150 PSX 16.08.2024
/ DE000JK3UND5
JP Morgan Put 150 PSX 16.08.2024/ DE000JK3UND5 /
| 2024-05-31 9:52:59 AM |
Chg.-0.02 |
Bid10:01:01 AM |
Ask10:01:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-1.29% |
1.54
Bid Size: 3,000 |
1.60
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK3UND |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
1.07 |
| Time value: |
0.52 |
| Break-even: |
122.59 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
3.92% |
| Delta: |
-0.61 |
| Theta: |
-0.05 |
| Omega: |
-4.87 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+29.66% |
| 3 Months |
|
|
-15.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.26 |
| 1M High / 1M Low: |
1.67 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
