JP Morgan Call 110 RTX 16.01.2026
/ DE000JK55X38
JP Morgan Call 110 RTX 16.01.2026/ DE000JK55X38 /
| 05/08/2024 12:48:08 |
Chg.-0.10 |
Bid19:40:55 |
Ask19:40:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-5.41% |
1.79
Bid Size: 100,000 |
1.81
Ask Size: 100,000 |
RTX Corporation |
110.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK55X3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.59 |
| Time value: |
1.31 |
| Break-even: |
119.82 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.70% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.80 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.74% |
| 1 Month |
|
|
+84.21% |
| 3 Months |
|
|
+52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.72 |
| 1M High / 1M Low: |
2.00 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
