JP Morgan Call 1350 TDG 21.02.2025
/ DE000JV2ZU54
JP Morgan Call 1350 TDG 21.02.202.../ DE000JV2ZU54 /
| 12/11/2024 09:54:11 |
Chg.+0.130 |
Bid20:14:53 |
Ask20:14:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+13.27% |
0.980
Bid Size: 15,000 |
1.180
Ask Size: 15,000 |
Transdigm Group Inco... |
1,350.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
JV2ZU5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,350.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
09/10/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.20 |
| Parity: |
0.23 |
| Time value: |
1.28 |
| Break-even: |
1,417.04 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.47 |
| Spread %: |
45.05% |
| Delta: |
0.59 |
| Theta: |
-0.70 |
| Omega: |
5.06 |
| Rho: |
1.69 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.110 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.84% |
| 1 Month |
|
|
-12.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.850 |
| 1M High / 1M Low: |
1.530 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
