JP Morgan Call 1270 TDG 15.11.2024
/ DE000JK6E3N1
JP Morgan Call 1270 TDG 15.11.202.../ DE000JK6E3N1 /
| 26/07/2024 11:48:52 |
Chg.-0.070 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,270.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK6E3N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,270.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.20 |
| Parity: |
-0.32 |
| Time value: |
1.38 |
| Break-even: |
1,307.89 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.50 |
| Spread %: |
56.82% |
| Delta: |
0.54 |
| Theta: |
-0.71 |
| Omega: |
4.48 |
| Rho: |
1.46 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-30.40% |
| 3 Months |
|
|
-33.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.870 |
| 1M High / 1M Low: |
1.290 |
0.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
