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JP Morgan Call 145 PSX 07.06.2024/  DE000JK8BCB1  /

EUWAX
2024-06-03  8:33:37 AM Chg.+0.058 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.150EUR +63.04% -
Bid Size: -		 -
Ask Size: -		 Phillips 66 145.00 USD 2024-06-07 Call
 

Master data

WKN: JK8BCB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 2024-06-07
Issue date: 2024-05-14
Last trading day: 2024-06-06
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.84
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.22
Parity: -0.27
Time value: 0.23
Break-even: 135.91
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 28.87
Spread abs.: 0.06
Spread %: 31.58%
Delta: 0.39
Theta: -0.42
Omega: 22.40
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.092
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.092
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -