JP Morgan Call 190 PSX 20.09.2024
/ DE000JK5G5F1
JP Morgan Call 190 PSX 20.09.2024/ DE000JK5G5F1 /
| 2024-05-15 10:31:14 AM |
Chg.0.000 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 2,000 |
0.300
Ask Size: 2,000 |
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: |
44.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-4.18 |
| Time value: |
0.30 |
| Break-even: |
178.70 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.15 |
| Spread %: |
100.00% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
8.18 |
| Rho: |
0.08 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-81.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.150 |
| 1M High / 1M Low: |
0.820 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
