JP Morgan Put 165 PSX 20.09.2024
/ DE000JK7CSC5
JP Morgan Put 165 PSX 20.09.2024/ DE000JK7CSC5 /
| 2024-05-30 9:55:57 AM |
Chg.- |
Bid8:03:19 AM |
Ask8:03:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
165.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
JK7CSC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
2.46 |
| Time value: |
0.07 |
| Break-even: |
127.04 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.06 |
| Spread %: |
2.24% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-4.01 |
| Rho: |
-0.39 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
+24.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.67 |
2.31 |
| 1M High / 1M Low: |
2.74 |
2.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
