JP Morgan Call 165 PSX 16.08.2024
/ DE000JB996H3
JP Morgan Call 165 PSX 16.08.2024/ DE000JB996H3 /
| 2024-06-07 11:18:58 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
-
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: |
51.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-2.49 |
| Time value: |
0.25 |
| Break-even: |
155.26 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.09 |
| Spread %: |
58.82% |
| Delta: |
0.20 |
| Theta: |
-0.05 |
| Omega: |
10.43 |
| Rho: |
0.04 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-67.27% |
| 3 Months |
|
|
-81.82% |
| YTD |
|
|
-69.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.160 |
| 1M High / 1M Low: |
0.580 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
2.130 |
| Low (YTD): |
2024-06-05 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
