JP Morgan Call 1260 TDG 15.11.2024
/ DE000JK7TMP4
JP Morgan Call 1260 TDG 15.11.202.../ DE000JK7TMP4 /
| 9/3/2024 11:28:54 AM |
Chg.-0.03 |
Bid6:41:52 PM |
Ask6:41:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
-2.01% |
1.23
Bid Size: 15,000 |
1.43
Ask Size: 15,000 |
Transdigm Group Inco... |
1,260.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK7TMP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,260.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
4/12/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
1.02 |
| Time value: |
0.78 |
| Break-even: |
1,318.31 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.45 |
| Spread %: |
33.56% |
| Delta: |
0.69 |
| Theta: |
-0.80 |
| Omega: |
4.77 |
| Rho: |
1.36 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.74% |
| 1 Month |
|
|
+40.38% |
| 3 Months |
|
|
-14.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.06 |
| 1M High / 1M Low: |
1.49 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
