JP Morgan Call 100 RTX 16.01.2026
/ DE000JK55X04
JP Morgan Call 100 RTX 16.01.2026/ DE000JK55X04 /
| 8/6/2024 8:52:21 AM |
Chg.+0.12 |
Bid10:09:21 AM |
Ask10:09:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+5.24% |
2.41
Bid Size: 20,000 |
2.48
Ask Size: 20,000 |
RTX Corporation |
100.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK55X0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.39 |
| Time value: |
1.23 |
| Break-even: |
117.44 |
| Moneyness: |
1.15 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.46 |
| Spread %: |
21.19% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.03 |
| Rho: |
0.77 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.24% |
| 1 Month |
|
|
+75.91% |
| 3 Months |
|
|
+61.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.29 |
| 1M High / 1M Low: |
2.57 |
1.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| 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: |
|
148.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
