JP Morgan Call 165 PSX 21.06.2024
/ DE000JB9EYS2
JP Morgan Call 165 PSX 21.06.2024/ DE000JB9EYS2 /
| 2024-06-03 10:01:55 AM |
Chg.- |
Bid8:04:17 AM |
Ask8:04:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
- |
0.009
Bid Size: 500 |
0.210
Ask Size: 500 |
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: |
77.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.22 |
| Parity: |
-2.11 |
| Time value: |
0.17 |
| Break-even: |
153.74 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
24.89 |
| Spread abs.: |
0.15 |
| Spread %: |
608.33% |
| Delta: |
0.18 |
| Theta: |
-0.14 |
| Omega: |
13.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-88.33% |
| 3 Months |
|
|
-95.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.010 |
| 1M High / 1M Low: |
0.200 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
588.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
