JP Morgan Put 175 PSX 20.09.2024/  DE000JK7CSE1  /

EUWAX
2024-05-15  9:57:39 AM Chg.-0.04 Bid11:35:30 AM Ask11:35:30 AM Underlying Strike price Expiration date Option type
2.97EUR -1.33% 3.00
Bid Size: 2,000
-
Ask Size: -
Phillips 66 175.00 USD 2024-09-20 Put
 

Master data

WKN: JK7CSE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Phillips 66
Type: Warrant
Option type: Put
Strike price: 175.00 USD
Maturity: 2024-09-20
Issue date: 2024-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.36
Leverage: Yes

Calculated values

Fair value: 2.79
Intrinsic value: 2.79
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 2.79
Time value: 0.28
Break-even: 131.13
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 2.33%
Delta: -0.72
Theta: -0.03
Omega: -3.16
Rho: -0.45
 

Quote data

Open: 2.97
High: 2.97
Low: 2.97
Previous Close: 3.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.19%
1 Month  
+25.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.10 2.82
1M High / 1M Low: 3.44 2.36
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -