JP Morgan Put 120 PSX 20.06.2025
/ DE000JK2BBB6
JP Morgan Put 120 PSX 20.06.2025/ DE000JK2BBB6 /
| 2024-06-10 10:46:32 AM |
Chg.0.00 |
Bid5:17:31 PM |
Ask5:17:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
0.00% |
1.27
Bid Size: 50,000 |
1.30
Ask Size: 50,000 |
Phillips 66 |
120.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK2BBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-1.68 |
| Time value: |
1.37 |
| Break-even: |
97.63 |
| Moneyness: |
0.87 |
| Premium: |
0.24 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
7.87% |
| Delta: |
-0.27 |
| Theta: |
-0.02 |
| Omega: |
-2.54 |
| Rho: |
-0.50 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+13.39% |
| 3 Months |
|
|
+6.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.19 |
| 1M High / 1M Low: |
1.31 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
