JP Morgan Call 1190 TDG 16.08.2024
/ DE000JB990F0
JP Morgan Call 1190 TDG 16.08.202.../ DE000JB990F0 /
| 7/29/2024 10:21:24 AM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,190.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB990F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,190.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.20 |
| Parity: |
0.41 |
| Time value: |
0.62 |
| Break-even: |
1,199.49 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.30 |
| Spread %: |
41.10% |
| Delta: |
0.62 |
| Theta: |
-2.21 |
| Omega: |
6.85 |
| Rho: |
0.30 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.41% |
| 1 Month |
|
|
-42.06% |
| 3 Months |
|
|
-49.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.730 |
| 1M High / 1M Low: |
1.320 |
0.730 |
| 6M High / 6M Low: |
1.920 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.212 |
| Avg. volume 6M: |
|
161.175 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.24% |
| Volatility 6M: |
|
152.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
