JP Morgan Call 105 RTX 20.06.2025
/ DE000JB8DH95
JP Morgan Call 105 RTX 20.06.2025/ DE000JB8DH95 /
| 15/11/2024 09:56:29 |
Chg.-0.41 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-18.98% |
-
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: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.29 |
| Time value: |
0.51 |
| Break-even: |
117.74 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
4.87 |
| Rho: |
0.41 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
-23.58% |
| 3 Months |
|
|
-2.78% |
| YTD |
|
|
+280.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.75 |
| 1M High / 1M Low: |
2.41 |
1.68 |
| 6M High / 6M Low: |
2.41 |
0.66 |
| High (YTD): |
22/10/2024 |
2.41 |
| Low (YTD): |
17/01/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.17% |
| Volatility 6M: |
|
126.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
