JP Morgan Put 150 PSX 16.08.2024
/ DE000JK3UND5
JP Morgan Put 150 PSX 16.08.2024/ DE000JK3UND5 /
| 2024-06-10 9:58:27 AM |
Chg.0.00 |
Bid11:08:06 AM |
Ask11:08:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
0.00% |
1.50
Bid Size: 3,000 |
1.56
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK3UND |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
1.11 |
| Time value: |
0.34 |
| Break-even: |
124.69 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
4.00% |
| Delta: |
-0.65 |
| Theta: |
-0.05 |
| Omega: |
-5.79 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+22.31% |
| 3 Months |
|
|
+1.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.33 |
| 1M High / 1M Low: |
1.57 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
