JP Morgan Call 150 PSX 17.05.2024
/ DE000JB1N6P2
JP Morgan Call 150 PSX 17.05.2024/ DE000JB1N6P2 /
| 2024-05-15 10:19:28 AM |
Chg.-0.024 |
Bid9:26:10 PM |
Ask9:26:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-54.55% |
0.024
Bid Size: 25,000 |
0.054
Ask Size: 25,000 |
Phillips 66 |
150.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1N6P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
111.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.22 |
| Parity: |
-0.48 |
| Time value: |
0.12 |
| Break-even: |
139.91 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.09 |
| Spread %: |
306.25% |
| Delta: |
0.27 |
| Theta: |
-0.62 |
| Omega: |
30.43 |
| Rho: |
0.00 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.62% |
| 1 Month |
|
|
-98.64% |
| 3 Months |
|
|
-97.85% |
| YTD |
|
|
-96.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.044 |
| 1M High / 1M Low: |
1.470 |
0.044 |
| 6M High / 6M Low: |
2.360 |
0.044 |
| High (YTD): |
2024-04-04 |
2.360 |
| Low (YTD): |
2024-05-14 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.841 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.63% |
| Volatility 6M: |
|
292.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
