JP Morgan Call 115 RTX 15.11.2024
/ DE000JK6A2R8
JP Morgan Call 115 RTX 15.11.2024/ DE000JK6A2R8 /
| 9/26/2024 11:59:14 AM |
Chg.- |
Bid1:35:34 PM |
Ask1:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.770
Bid Size: 15,000 |
0.780
Ask Size: 15,000 |
RTX Corporation |
115.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK6A2R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
0.48 |
| Time value: |
0.28 |
| Break-even: |
110.49 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
9.87 |
| Rho: |
0.09 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.91% |
| 1 Month |
|
|
+12.86% |
| 3 Months |
|
|
+507.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.620 |
| 1M High / 1M Low: |
0.990 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
