JP Morgan Call 150 PSX 20.09.2024
/ DE000JK049Y5
JP Morgan Call 150 PSX 20.09.2024/ DE000JK049Y5 /
| 2024-05-14 9:23:57 AM |
Chg.-0.04 |
Bid7:42:44 AM |
Ask7:42:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-3.45% |
1.14
Bid Size: 2,000 |
1.23
Ask Size: 2,000 |
Phillips 66 |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK049Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
-0.46 |
| Time value: |
1.09 |
| Break-even: |
149.93 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
5.36% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
6.27 |
| Rho: |
0.20 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.27% |
| 1 Month |
|
|
-54.10% |
| 3 Months |
|
|
-27.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.12 |
| 1M High / 1M Low: |
2.44 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
