JP Morgan Put 100 RTX 16.08.2024
/ DE000JK6JXH1
JP Morgan Put 100 RTX 16.08.2024/ DE000JK6JXH1 /
2024-06-07 11:26:21 AM |
Chg.+0.005 |
Bid5:21:38 PM |
Ask5:21:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.092EUR |
+5.75% |
0.088 Bid Size: 75,000 |
0.098 Ask Size: 75,000 |
RTX Corporation |
100.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK6JXH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
RTX Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-99.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
-0.75 |
Time value: |
0.10 |
Break-even: |
90.81 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
7.53% |
Delta: |
-0.18 |
Theta: |
-0.02 |
Omega: |
-17.83 |
Rho: |
-0.04 |
Quote data
Open: |
0.092 |
High: |
0.092 |
Low: |
0.092 |
Previous Close: |
0.087 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.29% |
1 Month |
|
|
-68.28% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.087 |
1M High / 1M Low: |
0.290 |
0.087 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.159 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |