JP Morgan Put 170 PSX 16.08.2024
/ DE000JK55M15
JP Morgan Put 170 PSX 16.08.2024/ DE000JK55M15 /
| 2024-05-17 9:48:40 AM |
Chg.-0.09 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
170.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK55M1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
2.11 |
| Time value: |
0.17 |
| Break-even: |
133.61 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.18 |
| Spread %: |
8.57% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-4.47 |
| Rho: |
-0.31 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.70% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
2.31 |
| 1M High / 1M Low: |
2.95 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
