JP Morgan Call 100 RTX 16.08.2024
/ DE000JB98638
JP Morgan Call 100 RTX 16.08.2024/ DE000JB98638 /
| 10/07/2024 12:09:07 |
Chg.+0.090 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+31.03% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
100.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9863 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
22/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.10 |
| Time value: |
0.26 |
| Break-even: |
96.07 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
15.34 |
| Rho: |
0.05 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
-59.57% |
| 3 Months |
|
|
-39.68% |
| YTD |
|
|
+80.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.290 |
| 1M High / 1M Low: |
0.940 |
0.270 |
| 6M High / 6M Low: |
0.940 |
0.170 |
| High (YTD): |
10/06/2024 |
0.940 |
| Low (YTD): |
12/03/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.84% |
| Volatility 6M: |
|
168.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
