JP Morgan Call 165 PSX 21.06.2024
/ DE000JB9EYS2
JP Morgan Call 165 PSX 21.06.2024/ DE000JB9EYS2 /
| 2024-06-10 10:12:45 AM |
Chg.+0.001 |
Bid4:56:23 PM |
Ask4:56:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+7.69% |
0.015
Bid Size: 10,000 |
0.065
Ask Size: 10,000 |
Phillips 66 |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB9EYS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.22 |
| Parity: |
-2.50 |
| Time value: |
0.17 |
| Break-even: |
154.78 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.15 |
| Spread %: |
962.50% |
| Delta: |
0.16 |
| Theta: |
-0.24 |
| Omega: |
12.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-93.00% |
| 3 Months |
|
|
-97.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.009 |
| 1M High / 1M Low: |
0.200 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
