JP Morgan Call 90 5UR 20.06.2025
/ DE000JB8DH61
JP Morgan Call 90 5UR 20.06.2025/ DE000JB8DH61 /
| 6/20/2024 10:12:24 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
90.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
JB8DH6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
12/6/2023 |
| Last trading day: |
7/3/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
0.35 |
| Time value: |
1.55 |
| Break-even: |
109.00 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
3.20 |
| Rho: |
0.39 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.84% |
| 3 Months |
|
|
+4.40% |
| YTD |
|
|
+108.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.18 |
1.86 |
| 6M High / 6M Low: |
2.19 |
0.91 |
| High (YTD): |
6/6/2024 |
2.19 |
| Low (YTD): |
1/17/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.67% |
| Volatility 6M: |
|
64.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
