JP Morgan Call 105 RTX 20.06.2025
/ DE000JB8DH95
JP Morgan Call 105 RTX 20.06.2025/ DE000JB8DH95 /
| 02/08/2024 09:48:21 |
Chg.-0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-3.87% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
105.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB8DH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
1.05 |
| Time value: |
0.68 |
| Break-even: |
113.53 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.76% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.56 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.13% |
| 1 Month |
|
|
+138.36% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
+278.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.54 |
| 1M High / 1M Low: |
1.81 |
0.70 |
| 6M High / 6M Low: |
1.81 |
0.50 |
| High (YTD): |
01/08/2024 |
1.81 |
| Low (YTD): |
17/01/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.32% |
| Volatility 6M: |
|
121.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
