JP Morgan Put 120 PSX 17.01.2025
/ DE000JB2N511
JP Morgan Put 120 PSX 17.01.2025/ DE000JB2N511 /
| 2024-06-07 9:02:16 AM |
Chg.-0.020 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-2.38% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
120.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB2N51 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-1.67 |
| Time value: |
0.92 |
| Break-even: |
101.90 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.08 |
| Spread %: |
9.52% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-3.68 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.49% |
| 1 Month |
|
|
+17.14% |
| 3 Months |
|
|
-3.53% |
| YTD |
|
|
-40.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
0.880 |
0.670 |
| 6M High / 6M Low: |
1.660 |
0.470 |
| High (YTD): |
2024-01-18 |
1.550 |
| Low (YTD): |
2024-04-04 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.60% |
| Volatility 6M: |
|
104.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
