JP Morgan Call 1200 TDG 15.11.2024
/ DE000JK7ZRU0
JP Morgan Call 1200 TDG 15.11.202.../ DE000JK7ZRU0 /
| 2024-10-01 12:14:23 PM |
Chg.- |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK7ZRU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-10-01 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.57 |
| Historic volatility: |
0.21 |
| Parity: |
0.35 |
| Time value: |
2.37 |
| Break-even: |
1,472.00 |
| Moneyness: |
1.03 |
| Premium: |
0.19 |
| Premium p.a.: |
3.77 |
| Spread abs.: |
0.50 |
| Spread %: |
22.52% |
| Delta: |
0.63 |
| Theta: |
-3.04 |
| Omega: |
2.85 |
| Rho: |
0.56 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.77% |
| 1 Month |
|
|
+53.10% |
| 3 Months |
|
|
+31.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
2.00 |
| 1M High / 1M Low: |
2.26 |
1.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
