JP Morgan Call 115 RTX 16.01.2026
/ DE000JK55X46
JP Morgan Call 115 RTX 16.01.2026/ DE000JK55X46 /
| 15/11/2024 08:54:55 |
Chg.-0.39 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-19.50% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
115.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK55X4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.34 |
| Time value: |
1.38 |
| Break-even: |
126.44 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
2.38% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
4.22 |
| Rho: |
0.65 |
Quote data
| Open: |
1.61 |
| High: |
1.61 |
| Low: |
1.61 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-23.33% |
| 3 Months |
|
|
-4.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.61 |
| 1M High / 1M Low: |
2.18 |
1.57 |
| 6M High / 6M Low: |
2.18 |
0.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.65% |
| Volatility 6M: |
|
109.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
