JP Morgan Put 80 RTX 16.08.2024
/ DE000JB7WQR6
JP Morgan Put 80 RTX 16.08.2024/ DE000JB7WQR6 /
| 2024-06-24 11:17:27 AM |
Chg.- |
Bid9:42:06 AM |
Ask9:42:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
- |
0.013
Bid Size: 3,000 |
0.033
Ask Size: 3,000 |
RTX Corporation |
80.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7WQR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-296.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-2.05 |
| Time value: |
0.03 |
| Break-even: |
74.22 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
3.01 |
| Spread abs.: |
0.02 |
| Spread %: |
166.67% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-14.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-94.94% |
| YTD |
|
|
-99.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.004 |
| 1M High / 1M Low: |
0.009 |
0.004 |
| 6M High / 6M Low: |
0.460 |
0.004 |
| High (YTD): |
2024-01-02 |
0.460 |
| Low (YTD): |
2024-06-24 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.87% |
| Volatility 6M: |
|
200.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
