JP Morgan Call 150 PSX 16.08.2024
/ DE000JB7SYG1
JP Morgan Call 150 PSX 16.08.2024/ DE000JB7SYG1 /
| 2024-05-15 12:12:14 PM |
Chg.-0.010 |
Bid7:12:46 PM |
Ask7:12:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-1.09% |
0.960
Bid Size: 50,000 |
0.980
Ask Size: 50,000 |
Phillips 66 |
150.00 USD |
2024-08-16 |
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: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-0.48 |
| Time value: |
0.98 |
| Break-even: |
148.51 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.49 |
| Theta: |
-0.07 |
| Omega: |
6.76 |
| Rho: |
0.14 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.21% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-38.10% |
| YTD |
|
|
-10.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.920 |
| 1M High / 1M Low: |
2.210 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
2.950 |
| Low (YTD): |
2024-01-19 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
