JP Morgan Call 1250 TDG 16.08.2024
/ DE000JB9BFF4
JP Morgan Call 1250 TDG 16.08.202.../ DE000JB9BFF4 /
2024-07-26 10:24:43 AM |
Chg.-0.050 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-10.64% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,250.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB9BFF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,250.00 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: |
20.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.20 |
Parity: |
-0.14 |
Time value: |
0.56 |
Break-even: |
1,207.65 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
1.98 |
Spread abs.: |
0.18 |
Spread %: |
48.78% |
Delta: |
0.50 |
Theta: |
-1.59 |
Omega: |
10.06 |
Rho: |
0.28 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.00% |
1 Month |
|
|
-51.72% |
3 Months |
|
|
-59.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.420 |
1M High / 1M Low: |
0.920 |
0.420 |
6M High / 6M Low: |
1.490 |
0.420 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.639 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.892 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
312.77% |
Volatility 6M: |
|
184.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |