JP Morgan Call 1325 TDG 15.11.2024
/ DE000JK6XFN7
JP Morgan Call 1325 TDG 15.11.202.../ DE000JK6XFN7 /
9/3/2024 11:52:22 AM |
Chg.-0.03 |
Bid5:55:00 PM |
Ask5:55:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-2.75% |
0.91 Bid Size: 15,000 |
1.06 Ask Size: 15,000 |
Transdigm Group Inco... |
1,325.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK6XFN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,325.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/15/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.45 |
Historic volatility: |
0.20 |
Parity: |
0.44 |
Time value: |
0.82 |
Break-even: |
1,322.83 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.27 |
Spread %: |
27.52% |
Delta: |
0.62 |
Theta: |
-0.71 |
Omega: |
6.16 |
Rho: |
1.30 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+43.24% |
1 Month |
|
|
+41.33% |
3 Months |
|
|
-21.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
0.74 |
1M High / 1M Low: |
1.09 |
0.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |