JP Morgan Call 1230 TDG 15.11.2024
/ DE000JK7TMK5
JP Morgan Call 1230 TDG 15.11.202.../ DE000JK7TMK5 /
| 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: |
|
- |
