JP Morgan Call 150 PSX 16.08.2024
/ DE000JB7SYG1
JP Morgan Call 150 PSX 16.08.2024/ DE000JB7SYG1 /
| 2024-05-24 11:50:25 AM |
Chg.-0.130 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-14.77% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
150.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7SYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-0.72 |
| Time value: |
0.79 |
| Break-even: |
146.60 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.06 |
| Spread %: |
7.59% |
| Delta: |
0.45 |
| Theta: |
-0.07 |
| Omega: |
7.52 |
| Rho: |
0.12 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.35% |
| 1 Month |
|
|
-60.11% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-26.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.830 |
| 1M High / 1M Low: |
1.880 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
2.950 |
| Low (YTD): |
2024-01-19 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
