JP Morgan Call 120 RTX 20.06.2025
/ DE000JB9ZKU2
JP Morgan Call 120 RTX 20.06.2025/ DE000JB9ZKU2 /
| 2024-09-26 9:33:12 AM |
Chg.+0.070 |
Bid9:55:16 PM |
Ask9:55:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+7.53% |
0.980
Bid Size: 20,000 |
1.000
Ask Size: 20,000 |
RTX Corporation |
120.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB9ZKU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.93 |
| Break-even: |
117.92 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.49 |
| Rho: |
0.41 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+8.70% |
| 3 Months |
|
|
+203.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.850 |
| 1M High / 1M Low: |
1.190 |
0.850 |
| 6M High / 6M Low: |
1.190 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.30% |
| Volatility 6M: |
|
172.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
