JP Morgan Call 105 RTX 20.09.2024
/ DE000JB9HWS9
JP Morgan Call 105 RTX 20.09.2024/ DE000JB9HWS9 /
| 2024-06-03 8:31:17 AM |
Chg.+0.130 |
Bid10:00:17 AM |
Ask10:00:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+25.49% |
0.650
Bid Size: 10,000 |
0.660
Ask Size: 10,000 |
RTX Corporation |
105.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9HWS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.26 |
| Time value: |
0.33 |
| Break-even: |
102.65 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
11.25 |
| Rho: |
0.18 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.36% |
| 1 Month |
|
|
+68.42% |
| 3 Months |
|
|
+326.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
