JP Morgan Put 75 RTX 20.06.2025
/ DE000JB8DH38
JP Morgan Put 75 RTX 20.06.2025/ DE000JB8DH38 /
| 2024-06-17 10:07:52 AM |
Chg.0.000 |
Bid6:15:48 PM |
Ask6:15:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 75,000 |
0.110
Ask Size: 75,000 |
RTX Corporation |
75.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB8DH3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-81.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-2.73 |
| Time value: |
0.12 |
| Break-even: |
68.88 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-6.63 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-69.70% |
| YTD |
|
|
-83.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.092 |
| 1M High / 1M Low: |
0.150 |
0.088 |
| 6M High / 6M Low: |
0.700 |
0.088 |
| High (YTD): |
2024-01-02 |
0.600 |
| Low (YTD): |
2024-06-06 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.328 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.42% |
| Volatility 6M: |
|
75.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
