JP Morgan Call 140 PSX 21.06.2024
/ DE000JB1L1P5
JP Morgan Call 140 PSX 21.06.2024/ DE000JB1L1P5 /
| 2024-06-05 8:21:48 AM |
Chg.-0.070 |
Bid9:52:45 AM |
Ask9:52:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-17.50% |
0.340
Bid Size: 3,000 |
0.390
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB1L1P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-0.28 |
| Time value: |
0.39 |
| Break-even: |
132.56 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.44 |
| Theta: |
-0.16 |
| Omega: |
14.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.17% |
| 1 Month |
|
|
-67.00% |
| 3 Months |
|
|
-76.60% |
| YTD |
|
|
-70.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.400 |
| 1M High / 1M Low: |
1.170 |
0.400 |
| 6M High / 6M Low: |
3.290 |
0.400 |
| High (YTD): |
2024-04-04 |
3.290 |
| Low (YTD): |
2024-06-04 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.01% |
| Volatility 6M: |
|
167.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
