JP Morgan Put 135 PSX 20.12.2024
/ DE000JK0FA08
JP Morgan Put 135 PSX 20.12.2024/ DE000JK0FA08 /
| 2024-06-11 12:44:34 PM |
Chg.- |
Bid8:04:06 AM |
Ask8:04:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
1.31
Bid Size: 3,000 |
1.38
Ask Size: 3,000 |
Phillips 66 |
135.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK0FA0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
-0.31 |
| Time value: |
1.32 |
| Break-even: |
112.48 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
5.19% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-3.74 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.45% |
| 1 Month |
|
|
+19.30% |
| 3 Months |
|
|
+7.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.35 |
| 1M High / 1M Low: |
1.40 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
