JP Morgan Call 165 PSX 16.08.2024
/ DE000JB996H3
JP Morgan Call 165 PSX 16.08.2024/ DE000JB996H3 /
| 2024-05-28 9:59:56 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
165.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB996H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-2.05 |
| Time value: |
0.45 |
| Break-even: |
156.41 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.10 |
| Spread %: |
28.57% |
| Delta: |
0.29 |
| Theta: |
-0.06 |
| Omega: |
8.48 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-51.43% |
| YTD |
|
|
-42.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.850 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
2.130 |
| Low (YTD): |
2024-05-24 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
