JP Morgan Call 105 RTX 20.06.2025
/ DE000JB8DH95
JP Morgan Call 105 RTX 20.06.2025/ DE000JB8DH95 /
| 7/10/2024 10:08:05 AM |
Chg.+0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+8.57% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
105.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
-0.36 |
| Time value: |
0.71 |
| Break-even: |
104.21 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
6.98 |
| Rho: |
0.40 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-38.21% |
| 3 Months |
|
|
-27.62% |
| YTD |
|
|
+65.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.700 |
| 1M High / 1M Low: |
1.230 |
0.660 |
| 6M High / 6M Low: |
1.240 |
0.440 |
| High (YTD): |
6/6/2024 |
1.240 |
| Low (YTD): |
1/17/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.825 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.05% |
| Volatility 6M: |
|
91.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
