JP Morgan Call 1325 TDG 16.08.2024
/ DE000JK7HVQ8
JP Morgan Call 1325 TDG 16.08.202.../ DE000JK7HVQ8 /
| 2024-06-25 12:16:56 PM |
Chg.- |
Bid8:03:05 PM |
Ask8:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.500
Bid Size: 7,500 |
0.650
Ask Size: 7,500 |
Transdigm Group Inco... |
1,325.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK7HVQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,325.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
-0.04 |
| Time value: |
0.99 |
| Break-even: |
1,336.26 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.30 |
| Spread %: |
43.48% |
| Delta: |
0.54 |
| Theta: |
-1.01 |
| Omega: |
6.76 |
| Rho: |
0.80 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.720 |
| 1M High / 1M Low: |
1.020 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
