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JP Morgan Call 100 RTX 16.08.2024/  DE000JB98638  /

EUWAX
2024-06-25  11:59:46 AM Chg.-0.300 Bid8:47:44 PM Ask8:47:44 PM Underlying Strike price Expiration date Option type
0.430EUR -41.10% 0.460
Bid Size: 100,000		 0.470
Ask Size: 100,000		 RTX Corporation 100.00 USD 2024-08-16 Call
 

Master data

WKN: JB9863
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: RTX Corporation
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-08-16
Issue date: 2023-12-22
Last trading day: 2024-08-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.65
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.18
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.18
Time value: 0.28
Break-even: 97.78
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.63
Theta: -0.04
Omega: 12.92
Rho: 0.08
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.75%
1 Month
  -43.42%
3 Months  
+22.86%
YTD  
+104.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.620
1M High / 1M Low: 0.940 0.620
6M High / 6M Low: 0.940 0.170
High (YTD): 2024-06-10 0.940
Low (YTD): 2024-03-12 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.778
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.48%
Volatility 6M:   153.97%
Volatility 1Y:   -
Volatility 3Y:   -