JP Morgan Call 190 PSX 20.09.2024/  DE000JK5G5F1  /

EUWAX
2024-05-28  9:52:05 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
Phillips 66 190.00 USD 2024-09-20 Call
 

Master data

WKN: JK5G5F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.05
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.22
Parity: -4.36
Time value: 0.32
Break-even: 178.13
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.63
Spread abs.: 0.20
Spread %: 166.67%
Delta: 0.19
Theta: -0.04
Omega: 7.67
Rho: 0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -71.05%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.100
1M High / 1M Low: 0.380 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -