JP Morgan Call 105 RTX 20.06.2025
/ DE000JB8DH95
JP Morgan Call 105 RTX 20.06.2025/ DE000JB8DH95 /
| 25/06/2024 10:02:59 |
Chg.-0.23 |
Bid17:43:05 |
Ask17:43:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.81EUR |
-22.12% |
0.82
Bid Size: 100,000 |
0.83
Ask Size: 100,000 |
RTX Corporation |
105.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JB8DH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.20 |
| Parity: |
-0.28 |
| Time value: |
0.79 |
| Break-even: |
105.76 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
6.62 |
| Rho: |
0.44 |
Quote data
| Open: |
0.81 |
| High: |
0.81 |
| Low: |
0.81 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.00% |
| 1 Month |
|
|
-31.93% |
| 3 Months |
|
|
+9.46% |
| YTD |
|
|
+76.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.99 |
| 1M High / 1M Low: |
1.24 |
0.96 |
| 6M High / 6M Low: |
1.24 |
0.44 |
| High (YTD): |
06/06/2024 |
1.24 |
| Low (YTD): |
17/01/2024 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.37% |
| Volatility 6M: |
|
86.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
