JP Morgan Put 150 PSX 16.08.2024
/ DE000JK3UND5
JP Morgan Put 150 PSX 16.08.2024/ DE000JK3UND5 /
| 30/05/2024 09:51:44 |
Chg.- |
Bid08:00:13 |
Ask08:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
- |
1.54
Bid Size: 2,000 |
1.63
Ask Size: 2,000 |
Phillips 66 |
150.00 USD |
16/08/2024 |
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: |
16/08/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
1.09 |
| Time value: |
0.52 |
| Break-even: |
122.77 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
3.87% |
| Delta: |
-0.61 |
| Theta: |
-0.05 |
| Omega: |
-4.83 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.97% |
| 1 Month |
|
|
+31.36% |
| 3 Months |
|
|
-13.89% |
| 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: |
|
- |
