JP Morgan Put 140 PSX 17.01.2025
/ DE000JK0SU17
JP Morgan Put 140 PSX 17.01.2025/ DE000JK0SU17 /
| 2024-05-28 8:12:05 AM |
Chg.- |
Bid9:00:07 AM |
Ask9:00:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
- |
1.52
Bid Size: 3,000 |
1.60
Ask Size: 3,000 |
Phillips 66 |
140.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK0SU1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-0.25 |
| Time value: |
1.59 |
| Break-even: |
113.00 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
6.71% |
| Delta: |
-0.38 |
| Theta: |
-0.03 |
| Omega: |
-3.15 |
| Rho: |
-0.42 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-20.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.47 |
| 1M High / 1M Low: |
1.80 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
