JP Morgan Call 125 TJX 15.11.2024
/ DE000JT8LUQ1
JP Morgan Call 125 TJX 15.11.2024/ DE000JT8LUQ1 /
| 18/10/2024 11:48:15 |
Chg.-0.005 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-8.93% |
-
Bid Size: - |
-
Ask Size: - |
TJX Companies Inc |
125.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT8LUQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TJX Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
23/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
210.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.67 |
| Time value: |
0.05 |
| Break-even: |
115.53 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.01 |
| Spread %: |
21.74% |
| Delta: |
0.16 |
| Theta: |
-0.03 |
| Omega: |
34.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+240.00% |
| 1 Month |
|
|
-49.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.023 |
| 1M High / 1M Low: |
0.100 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
485.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
