JP Morgan Call 135 PSX 20.09.2024
/ DE000JK049U3
JP Morgan Call 135 PSX 20.09.2024/ DE000JK049U3 /
| 2024-05-14 9:23:57 AM |
Chg.- |
Bid8:04:32 AM |
Ask8:04:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
1.83
Bid Size: 3,000 |
1.89
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK049U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.93 |
| Time value: |
0.81 |
| Break-even: |
142.51 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
3.30% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.27 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.69% |
| 1 Month |
|
|
-45.15% |
| 3 Months |
|
|
-18.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.81 |
| 1M High / 1M Low: |
3.30 |
1.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
