JP Morgan Put 135 PSX 16.08.2024
/ DE000JB996G5
JP Morgan Put 135 PSX 16.08.2024/ DE000JB996G5 /
2024-05-31 10:54:06 AM |
Chg.0.000 |
Bid12:35:02 PM |
Ask12:35:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
0.00% |
0.770 Bid Size: 3,000 |
0.810 Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB996G |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Phillips 66 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.22 |
Parity: |
-0.31 |
Time value: |
0.76 |
Break-even: |
117.07 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.05 |
Spread %: |
6.49% |
Delta: |
-0.39 |
Theta: |
-0.05 |
Omega: |
-6.66 |
Rho: |
-0.12 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.770 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.93% |
1 Month |
|
|
+35.09% |
3 Months |
|
|
-28.70% |
YTD |
|
|
-51.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.590 |
1M High / 1M Low: |
0.920 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-17 |
1.790 |
Low (YTD): |
2024-04-04 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.648 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.656 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |