JP Morgan Put 135 PSX 20.09.2024
/ DE000JK0X2L0
JP Morgan Put 135 PSX 20.09.2024/ DE000JK0X2L0 /
| 2024-06-10 12:49:42 PM |
Chg.0.000 |
Bid6:48:52 PM |
Ask6:48:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
0.00% |
0.940
Bid Size: 75,000 |
0.960
Ask Size: 75,000 |
Phillips 66 |
135.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK0X2L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-0.28 |
| Time value: |
1.01 |
| Break-even: |
115.15 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
6.32% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-5.06 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.940 |
| High: |
0.950 |
| Low: |
0.940 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-3.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.850 |
| 1M High / 1M Low: |
1.010 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
