JP Morgan Put 150 PSX 20.09.2024
/ DE000JK5NRH7
JP Morgan Put 150 PSX 20.09.2024/ DE000JK5NRH7 /
| 2024-05-29 8:22:37 AM |
Chg.+0.06 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+4.14% |
1.51
Bid Size: 3,000 |
1.57
Ask Size: 3,000 |
Phillips 66 |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK5NRH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.22 |
| Parity: |
0.67 |
| Time value: |
0.89 |
| Break-even: |
122.50 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.09 |
| Spread %: |
6.12% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-4.33 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.34% |
| 1 Month |
|
|
+6.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.45 |
| 1M High / 1M Low: |
1.85 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
