JP Morgan Call 105 TJX 16.01.2026
/ DE000JK6KJG0
JP Morgan Call 105 TJX 16.01.2026/ DE000JK6KJG0 /
26/09/2024 09:15:17 |
Chg.- |
Bid12:25:12 |
Ask12:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
- |
2.12 Bid Size: 20,000 |
2.16 Ask Size: 20,000 |
TJX Companies Inc |
105.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK6KJG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
TJX Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
1.17 |
Time value: |
0.74 |
Break-even: |
113.09 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.90% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.35 |
Rho: |
0.84 |
Quote data
Open: |
2.12 |
High: |
2.12 |
Low: |
2.12 |
Previous Close: |
2.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-9.79% |
3 Months |
|
|
+13.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.12 |
2.05 |
1M High / 1M Low: |
2.35 |
2.05 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |