JP Morgan Call 1330 TDG 16.08.2024
/ DE000JK03DF2
JP Morgan Call 1330 TDG 16.08.202.../ DE000JK03DF2 /
| 2024-06-27 2:20:03 PM |
Chg.-0.200 |
Bid7:39:34 PM |
Ask7:39:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-27.78% |
0.470
Bid Size: 7,500 |
0.620
Ask Size: 7,500 |
Transdigm Group Inco... |
1,330.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK03DF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,330.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
-0.27 |
| Time value: |
0.97 |
| Break-even: |
1,342.33 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.30 |
| Spread %: |
44.78% |
| Delta: |
0.51 |
| Theta: |
-1.12 |
| Omega: |
6.43 |
| Rho: |
0.72 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.80% |
| 1 Month |
|
|
-41.57% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
1.000 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.743 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
