JP Morgan Put 105 RTX 17.01.2025
/ DE000JK99ZG1
JP Morgan Put 105 RTX 17.01.2025/ DE000JK99ZG1 /
| 15/08/2024 12:48:35 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
105.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK99ZG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.15 |
| Time value: |
0.21 |
| Break-even: |
93.27 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-9.99 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-70.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.240 |
| 1M High / 1M Low: |
0.680 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
