JP Morgan Put 165 PSX 17.05.2024
/ DE000JK7XQS1
JP Morgan Put 165 PSX 17.05.2024/ DE000JK7XQS1 /
| 2024-05-15 9:58:46 AM |
Chg.-0.03 |
Bid8:15:50 PM |
Ask8:15:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-1.53% |
1.82
Bid Size: 3,000 |
-
Ask Size: - |
Phillips 66 |
165.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JK7XQS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Phillips 66 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.22 |
| Parity: |
1.86 |
| Time value: |
0.10 |
| Break-even: |
132.98 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
2.71 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.51% |
| Delta: |
-0.86 |
| Theta: |
-0.81 |
| Omega: |
-5.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.50% |
| 1 Month |
|
|
+98.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.64 |
| 1M High / 1M Low: |
2.36 |
0.97 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| 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: |
|
285.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
