JP Morgan Call 120 RTX 19.09.2025
/ DE000JT9GQT1
JP Morgan Call 120 RTX 19.09.2025/ DE000JT9GQT1 /
| 9/26/2024 10:31:00 AM |
Chg.- |
Bid1:56:58 PM |
Ask1:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
- |
1.23
Bid Size: 20,000 |
1.25
Ask Size: 20,000 |
RTX Corporation |
120.00 USD |
9/19/2025 |
Call |
Master data
| WKN: |
JT9GQT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
9/19/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
1.08 |
| Break-even: |
118.46 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
2.48% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.90 |
| Rho: |
0.53 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.62% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.08 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
