JP Morgan Put 130 PSX 21.06.2024
/ DE000JB7UH04
JP Morgan Put 130 PSX 21.06.2024/ DE000JB7UH04 /
| 2024-06-10 10:05:33 AM |
Chg.-0.016 |
Bid5:07:15 PM |
Ask5:07:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
-14.55% |
0.093
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
Phillips 66 |
130.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB7UH0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-76.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.22 |
| Parity: |
-0.75 |
| Time value: |
0.17 |
| Break-even: |
118.94 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
8.89 |
| Spread abs.: |
0.06 |
| Spread %: |
63.64% |
| Delta: |
-0.24 |
| Theta: |
-0.16 |
| Omega: |
-18.03 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.55% |
| 1 Month |
|
|
-32.86% |
| 3 Months |
|
|
-79.11% |
| YTD |
|
|
-91.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.095 |
| 6M High / 6M Low: |
1.550 |
0.095 |
| High (YTD): |
2024-01-17 |
1.360 |
| Low (YTD): |
2024-05-20 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.22% |
| Volatility 6M: |
|
301.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
