JP Morgan Put 160 R66 19.07.2024
/ DE000JK5NHK2
JP Morgan Put 160 R66 19.07.2024/ DE000JK5NHK2 /
30/05/2024 11:43:58 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
2.03EUR |
- |
- Bid Size: - |
- Ask Size: - |
PHILLIPS 66 D... |
160.00 - |
19/07/2024 |
Put |
Master data
WKN: |
JK5NHK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PHILLIPS 66 DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 - |
Maturity: |
19/07/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
31/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.08 |
Intrinsic value: |
3.08 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
3.08 |
Time value: |
-1.05 |
Break-even: |
139.70 |
Moneyness: |
1.24 |
Premium: |
-0.08 |
Premium p.a.: |
-0.68 |
Spread abs.: |
-0.03 |
Spread %: |
-1.46% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.03 |
High: |
2.03 |
Low: |
2.03 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+18.71% |
3 Months |
|
|
+53.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.03 |
1.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |