JP Morgan Put 100 RTX 15.11.2024
/ DE000JK56NA0
JP Morgan Put 100 RTX 15.11.2024/ DE000JK56NA0 /
2024-09-10 10:54:34 AM |
Chg.-0.013 |
Bid12:41:17 PM |
Ask12:41:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-23.21% |
0.042 Bid Size: 10,000 |
0.057 Ask Size: 10,000 |
RTX Corporation |
100.00 USD |
2024-11-15 |
Put |
Master data
WKN: |
JK56NA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-174.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
-1.92 |
Time value: |
0.06 |
Break-even: |
89.99 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
1.50 |
Spread abs.: |
0.02 |
Spread %: |
46.51% |
Delta: |
-0.08 |
Theta: |
-0.02 |
Omega: |
-13.93 |
Rho: |
-0.02 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.056 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
-69.29% |
3 Months |
|
|
-81.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.058 |
0.034 |
1M High / 1M Low: |
0.120 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
231.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |