JP Morgan Put 145 PSX 16.08.2024/  DE000JK2FBC5  /

EUWAX
2024-05-15  8:56:29 AM Chg.-0.02 Bid10:06:55 AM Ask10:06:55 AM Underlying Strike price Expiration date Option type
1.06EUR -1.85% 1.09
Bid Size: 3,000
1.15
Ask Size: 3,000
Phillips 66 145.00 USD 2024-08-16 Put
 

Master data

WKN: JK2FBC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 145.00 USD
Maturity: 2024-08-16
Issue date: 2024-02-06
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.65
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.01
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 0.01
Time value: 1.14
Break-even: 122.59
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.38
Spread abs.: 0.06
Spread %: 5.50%
Delta: -0.44
Theta: -0.06
Omega: -5.12
Rho: -0.18
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.40%
1 Month  
+34.18%
3 Months
  -30.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 0.95
1M High / 1M Low: 1.39 0.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -