JP Morgan Put 120 PSX 21.06.2024
/ DE000JB25HP4
JP Morgan Put 120 PSX 21.06.2024/ DE000JB25HP4 /
| 2024-06-07 8:57:21 AM |
Chg.-0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB25HP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-71.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.22 |
| Parity: |
-1.67 |
| Time value: |
0.18 |
| Break-even: |
109.30 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
43.73 |
| Spread abs.: |
0.16 |
| Spread %: |
620.00% |
| Delta: |
-0.16 |
| Theta: |
-0.18 |
| Omega: |
-11.41 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.54% |
| 1 Month |
|
|
-64.29% |
| 3 Months |
|
|
-91.67% |
| YTD |
|
|
-97.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.020 |
| 1M High / 1M Low: |
0.063 |
0.020 |
| 6M High / 6M Low: |
1.090 |
0.020 |
| High (YTD): |
2024-01-18 |
0.920 |
| Low (YTD): |
2024-06-07 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
533.00% |
| Volatility 6M: |
|
333.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
