JP Morgan Call 1340 TDG 15.11.2024
/ DE000JK6E3V4
JP Morgan Call 1340 TDG 15.11.202.../ DE000JK6E3V4 /
| 2024-09-04 10:35:07 AM |
Chg.-0.170 |
Bid12:04:37 PM |
Ask12:04:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-17.35% |
0.800
Bid Size: 1,000 |
1.100
Ask Size: 1,000 |
Transdigm Group Inco... |
1,340.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK6E3V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,340.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.20 |
| Parity: |
-0.07 |
| Time value: |
1.01 |
| Break-even: |
1,314.20 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.27 |
| Spread %: |
36.59% |
| Delta: |
0.54 |
| Theta: |
-0.75 |
| Omega: |
6.48 |
| Rho: |
1.10 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
+15.71% |
| 3 Months |
|
|
-31.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.790 |
| 1M High / 1M Low: |
1.000 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
