JP Morgan Call 205 PSX 20.09.2024
/ DE000JK59NN7
JP Morgan Call 205 PSX 20.09.2024/ DE000JK59NN7 /
2024-05-14 9:46:15 AM |
Chg.-0.009 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
-12.68% |
0.061 Bid Size: 1,000 |
0.260 Ask Size: 1,000 |
Phillips 66 |
205.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JK59NN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
205.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
51.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
-5.55 |
Time value: |
0.26 |
Break-even: |
192.55 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
1.76 |
Spread abs.: |
0.20 |
Spread %: |
312.70% |
Delta: |
0.15 |
Theta: |
-0.04 |
Omega: |
7.73 |
Rho: |
0.06 |
Quote data
Open: |
0.062 |
High: |
0.062 |
Low: |
0.062 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.48% |
1 Month |
|
|
-88.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.097 |
0.062 |
1M High / 1M Low: |
0.520 |
0.062 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.225 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
309.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |