JP Morgan Call 160 PSX 16.08.2024
/ DE000JB7SYH9
JP Morgan Call 160 PSX 16.08.2024/ DE000JB7SYH9 /
| 2024-05-31 12:05:19 PM |
Chg.0.000 |
Bid12:08:07 PM |
Ask12:08:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.310
Bid Size: 2,000 |
0.390
Ask Size: 2,000 |
Phillips 66 |
160.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB7SYH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
35.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-2.00 |
| Time value: |
0.36 |
| Break-even: |
151.32 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.07 |
| Spread %: |
25.81% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
9.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.19% |
| 1 Month |
|
|
-69.00% |
| 3 Months |
|
|
-64.37% |
| YTD |
|
|
-56.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.310 |
| 1M High / 1M Low: |
1.000 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
2.380 |
| Low (YTD): |
2024-05-30 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
