JP Morgan Put 130 PSX 17.01.2025
/ DE000JB72RJ8
JP Morgan Put 130 PSX 17.01.2025/ DE000JB72RJ8 /
| 2024-06-10 10:05:20 AM |
Chg.0.00 |
Bid10:34:04 AM |
Ask10:34:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
0.00% |
1.22
Bid Size: 3,000 |
1.30
Ask Size: 3,000 |
Phillips 66 |
130.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB72RJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
-0.75 |
| Time value: |
1.21 |
| Break-even: |
108.55 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
6.56% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-3.61 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+15.38% |
| 3 Months |
|
|
+1.69% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.12 |
| 1M High / 1M Low: |
1.26 |
0.98 |
| 6M High / 6M Low: |
2.12 |
0.69 |
| High (YTD): |
2024-01-17 |
2.01 |
| Low (YTD): |
2024-04-04 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.16% |
| Volatility 6M: |
|
91.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
