JP Morgan Put 105 RTX 21.03.2025
/ DE000JK99ZY4
JP Morgan Put 105 RTX 21.03.2025/ DE000JK99ZY4 /
2024-09-10 10:17:38 AM |
Chg.-0.040 |
Bid2:04:23 PM |
Ask2:04:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-14.81% |
0.230 Bid Size: 15,000 |
0.250 Ask Size: 15,000 |
RTX Corporation |
105.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JK99ZY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-16 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-43.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-1.46 |
Time value: |
0.25 |
Break-even: |
92.65 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
8.70% |
Delta: |
-0.19 |
Theta: |
-0.01 |
Omega: |
-8.13 |
Rho: |
-0.12 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.78% |
1 Month |
|
|
-41.03% |
3 Months |
|
|
-57.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.180 |
1M High / 1M Low: |
0.360 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |