JP Morgan Put 150 PSX 15.11.2024
/ DE000JK5H721
JP Morgan Put 150 PSX 15.11.2024/ DE000JK5H721 /
| 2024-06-05 8:44:40 AM |
Chg.+0.05 |
Bid1:38:41 PM |
Ask1:38:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+2.55% |
2.00
Bid Size: 3,000 |
2.05
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK5H72 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
1.20 |
| Time value: |
0.88 |
| Break-even: |
117.05 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
3.48% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-3.27 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.20% |
| 1 Month |
|
|
+5.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.76 |
| 1M High / 1M Low: |
1.98 |
1.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
