JP Morgan Put 125 PSX 17.01.2025
/ DE000JB3CC05
JP Morgan Put 125 PSX 17.01.2025/ DE000JB3CC05 /
| 2024-06-03 9:51:37 AM |
Chg.-0.120 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-11.43% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
125.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB3CC0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-1.58 |
| Time value: |
1.02 |
| Break-even: |
104.98 |
| Moneyness: |
0.88 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.09 |
| Spread %: |
9.68% |
| Delta: |
-0.28 |
| Theta: |
-0.03 |
| Omega: |
-3.55 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.68% |
| 1 Month |
|
|
-10.58% |
| 3 Months |
|
|
-17.70% |
| YTD |
|
|
-41.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.880 |
| 1M High / 1M Low: |
1.060 |
0.810 |
| 6M High / 6M Low: |
1.900 |
0.580 |
| High (YTD): |
2024-01-17 |
1.770 |
| Low (YTD): |
2024-04-04 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.64% |
| Volatility 6M: |
|
95.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
