JP Morgan Put 115 RTX 20.09.2024
/ DE000JT6CR98
JP Morgan Put 115 RTX 20.09.2024/ DE000JT6CR98 /
| 9/11/2024 9:37:19 AM |
Chg.+0.011 |
Bid8:34:10 PM |
Ask8:34:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+40.74% |
0.044
Bid Size: 75,000 |
0.054
Ask Size: 75,000 |
RTX Corporation |
115.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JT6CR9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-250.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
-0.48 |
| Time value: |
0.04 |
| Break-even: |
103.92 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
5.71 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
-0.16 |
| Theta: |
-0.07 |
| Omega: |
-39.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-87.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.027 |
| 1M High / 1M Low: |
0.260 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
621.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
