JP Morgan Call 1350 TDG 18.10.2024
/ DE000JT7Y1K7
JP Morgan Call 1350 TDG 18.10.202.../ DE000JT7Y1K7 /
| 26/09/2024 10:42:10 |
Chg.+0.080 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+9.88% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,350.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT7Y1K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,350.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
0.67 |
| Time value: |
0.36 |
| Break-even: |
1,315.38 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.27 |
| Spread %: |
35.71% |
| Delta: |
0.69 |
| Theta: |
-1.34 |
| Omega: |
8.68 |
| Rho: |
0.47 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.99% |
| 1 Month |
|
|
+78.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.690 |
| 1M High / 1M Low: |
0.850 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
