JP Morgan Call 150 PSX 16.08.2024
/ DE000JB7SYG1
JP Morgan Call 150 PSX 16.08.2024/ DE000JB7SYG1 /
| 28/05/2024 10:30:44 |
Chg.+0.020 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+2.47% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
150.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB7SYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-0.67 |
| Time value: |
0.91 |
| Break-even: |
147.20 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.08 |
| Spread %: |
9.64% |
| Delta: |
0.47 |
| Theta: |
-0.08 |
| Omega: |
6.75 |
| Rho: |
0.11 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-42.76% |
| 3 Months |
|
|
-32.52% |
| YTD |
|
|
-18.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.750 |
| 1M High / 1M Low: |
1.450 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/04/2024 |
2.950 |
| Low (YTD): |
24/05/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
