JP Morgan Call 85 RTX 20.09.2024
/ DE000JB5FV98
JP Morgan Call 85 RTX 20.09.2024/ DE000JB5FV98 /
| 2024-07-10 8:25:02 AM |
Chg.+0.08 |
Bid10:30:01 AM |
Ask10:30:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+5.44% |
1.58
Bid Size: 5,000 |
-
Ask Size: - |
RTX Corporation |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB5FV9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
1.49 |
| Time value: |
-0.06 |
| Break-even: |
92.93 |
| Moneyness: |
1.19 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.65% |
| 1 Month |
|
|
-29.86% |
| 3 Months |
|
|
-9.88% |
| YTD |
|
|
+115.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.47 |
| 1M High / 1M Low: |
2.21 |
1.41 |
| 6M High / 6M Low: |
2.24 |
0.72 |
| High (YTD): |
2024-06-06 |
2.24 |
| Low (YTD): |
2024-01-19 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
66.93 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.15% |
| Volatility 6M: |
|
83.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
