JP Morgan Put 130 PSX 16.08.2024
/ DE000JB7SY80
JP Morgan Put 130 PSX 16.08.2024/ DE000JB7SY80 /
| 2024-06-10 12:27:08 PM |
Chg.0.000 |
Bid6:35:15 PM |
Ask6:35:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
0.00% |
0.520
Bid Size: 50,000 |
0.540
Ask Size: 50,000 |
Phillips 66 |
130.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7SY8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
-0.75 |
| Time value: |
0.55 |
| Break-even: |
115.13 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.06 |
| Spread %: |
11.32% |
| Delta: |
-0.32 |
| Theta: |
-0.06 |
| Omega: |
-7.57 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
+26.19% |
| 3 Months |
|
|
-22.06% |
| YTD |
|
|
-61.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.460 |
| 1M High / 1M Low: |
0.600 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
1.540 |
| Low (YTD): |
2024-04-04 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
