JP Morgan Put 85 RTX 20.06.2025
/ DE000JB9ELW1
JP Morgan Put 85 RTX 20.06.2025/ DE000JB9ELW1 /
| 10/07/2024 08:29:22 |
Chg.-0.010 |
Bid19:54:58 |
Ask19:54:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.270
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
RTX Corporation |
85.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JB9ELW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-1.49 |
| Time value: |
0.27 |
| Break-even: |
75.90 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-6.18 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.250 |
| 1M High / 1M Low: |
0.280 |
0.190 |
| 6M High / 6M Low: |
0.940 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.97% |
| Volatility 6M: |
|
82.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
