JP Morgan Call 1230 TDG 15.11.202.../  DE000JK7TMK5  /

EUWAX
2024-07-29  11:39:23 AM Chg.+0.02 Bid6:21:53 PM Ask6:21:53 PM Underlying Strike price Expiration date Option type
1.07EUR +1.90% 1.09
Bid Size: 15,000
1.29
Ask Size: 15,000
Transdigm Group Inco... 1,230.00 USD 2024-11-15 Call
 

Master data

WKN: JK7TMK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Call
Strike price: 1,230.00 USD
Maturity: 2024-11-15
Issue date: 2024-04-12
Last trading day: 2024-11-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.37
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.04
Implied volatility: 0.52
Historic volatility: 0.20
Parity: 0.04
Time value: 1.32
Break-even: 1,269.34
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.44
Spread abs.: 0.30
Spread %: 28.30%
Delta: 0.58
Theta: -0.63
Omega: 4.83
Rho: 1.55
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.94%
1 Month
  -27.21%
3 Months
  -33.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.05
1M High / 1M Low: 1.51 1.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -