JP Morgan Call 1210 TDG 16.08.202.../  DE000JB990H6  /

EUWAX
2024-07-05  10:08:15 AM Chg.+0.06 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.18EUR +5.36% -
Bid Size: -
-
Ask Size: -
Transdigm Group Inco... 1,210.00 USD 2024-08-16 Call
 

Master data

WKN: JB990H
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,210.00 USD
Maturity: 2024-08-16
Issue date: 2024-01-11
Last trading day: 2024-08-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.60
Implied volatility: 0.59
Historic volatility: 0.19
Parity: 0.60
Time value: 0.66
Break-even: 1,242.29
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.63
Spread abs.: 0.30
Spread %: 31.25%
Delta: 0.65
Theta: -1.12
Omega: 6.05
Rho: 0.72
 

Quote data

Open: 1.18
High: 1.18
Low: 1.18
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month
  -33.33%
3 Months  
+12.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 0.83
1M High / 1M Low: 1.77 0.83
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -