JP Morgan Call 1290 TDG 15.11.2024
/ DE000JK6E3Q4
JP Morgan Call 1290 TDG 15.11.202.../ DE000JK6E3Q4 /
7/26/2024 11:48:52 AM |
Chg.-0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-7.06% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,290.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK6E3Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,290.00 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: |
8.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.20 |
Parity: |
-0.51 |
Time value: |
1.29 |
Break-even: |
1,317.31 |
Moneyness: |
0.96 |
Premium: |
0.16 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.50 |
Spread %: |
63.29% |
Delta: |
0.52 |
Theta: |
-0.70 |
Omega: |
4.61 |
Rho: |
1.42 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.47% |
1 Month |
|
|
-31.30% |
3 Months |
|
|
-35.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.790 |
1M High / 1M Low: |
1.180 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.946 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |