JP Morgan Call 145 PSX 17.05.2024
/ DE000JB1N6N7
JP Morgan Call 145 PSX 17.05.2024/ DE000JB1N6N7 /
| 2024-05-16 10:14:07 AM |
Chg.+0.010 |
Bid11:07:13 AM |
Ask11:07:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
0.150
Bid Size: 3,000 |
0.240
Ask Size: 3,000 |
Phillips 66 |
145.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1N6N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.22 |
| Parity: |
0.11 |
| Time value: |
0.16 |
| Break-even: |
135.87 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
72.19 |
| Spread abs.: |
0.06 |
| Spread %: |
28.57% |
| Delta: |
0.59 |
| Theta: |
-1.03 |
| Omega: |
29.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.09% |
| 1 Month |
|
|
-89.83% |
| 3 Months |
|
|
-84.35% |
| YTD |
|
|
-77.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.170 |
| 1M High / 1M Low: |
1.770 |
0.170 |
| 6M High / 6M Low: |
2.740 |
0.170 |
| High (YTD): |
2024-04-04 |
2.740 |
| Low (YTD): |
2024-05-15 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.02% |
| Volatility 6M: |
|
237.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
