JP Morgan Put 70 RTX 20.09.2024
/ DE000JB5FVA1
JP Morgan Put 70 RTX 20.09.2024/ DE000JB5FVA1 /
| 2024-05-31 8:26:38 AM |
Chg.- |
Bid8:04:17 AM |
Ask8:04:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
- |
0.003
Bid Size: 2,000 |
0.033
Ask Size: 2,000 |
RTX Corporation |
70.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5FVA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-326.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.20 |
| Parity: |
-3.48 |
| Time value: |
0.03 |
| Break-even: |
64.20 |
| Moneyness: |
0.65 |
| Premium: |
0.35 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.03 |
| Spread %: |
1,000.00% |
| Delta: |
-0.03 |
| Theta: |
-0.01 |
| Omega: |
-9.47 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-95.00% |
| YTD |
|
|
-98.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.003 |
| 1M High / 1M Low: |
0.012 |
0.003 |
| 6M High / 6M Low: |
0.280 |
0.003 |
| High (YTD): |
2024-01-05 |
0.210 |
| Low (YTD): |
2024-05-28 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.34% |
| Volatility 6M: |
|
205.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
