JP Morgan Put 140 PSX 07.06.2024
/ DE000JK8Q4N3
JP Morgan Put 140 PSX 07.06.2024/ DE000JK8Q4N3 /
| 2024-05-31 12:28:10 PM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
Phillips 66 |
140.00 USD |
2024-06-07 |
Put |
Master data
| WKN: |
JK8Q4N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.26 |
| Break-even: |
125.19 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.05 |
| Spread %: |
12.82% |
| Delta: |
-0.55 |
| Theta: |
-0.23 |
| Omega: |
-17.41 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.200 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
