JP Morgan Put 125 PSX 17.01.2025
/ DE000JB3CC05
JP Morgan Put 125 PSX 17.01.2025/ DE000JB3CC05 /
| 2024-06-10 9:59:58 AM |
Chg.-0.01 |
Bid6:08:26 PM |
Ask6:08:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-0.99% |
1.00
Bid Size: 50,000 |
1.02
Ask Size: 50,000 |
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: |
-11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
-1.21 |
| Time value: |
1.10 |
| Break-even: |
104.97 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
7.84% |
| Delta: |
-0.30 |
| Theta: |
-0.03 |
| Omega: |
-3.52 |
| Rho: |
-0.30 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.53% |
| 1 Month |
|
|
+14.94% |
| 3 Months |
|
|
-0.99% |
| YTD |
|
|
-37.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.93 |
| 1M High / 1M Low: |
1.06 |
0.81 |
| 6M High / 6M Low: |
1.89 |
0.58 |
| High (YTD): |
2024-01-17 |
1.77 |
| Low (YTD): |
2024-04-04 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.16% |
| Volatility 6M: |
|
96.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
