JP Morgan Call 1370 TDG 15.11.2024
/ DE000JK6E3Y8
JP Morgan Call 1370 TDG 15.11.202.../ DE000JK6E3Y8 /
30/08/2024 11:27:29 |
Chg.- |
Bid08:32:20 |
Ask08:32:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
- |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,370.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK6E3Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,370.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
12/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.49 |
Historic volatility: |
0.20 |
Parity: |
0.03 |
Time value: |
1.14 |
Break-even: |
1,357.13 |
Moneyness: |
1.00 |
Premium: |
0.09 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.30 |
Spread %: |
34.48% |
Delta: |
0.56 |
Theta: |
-0.78 |
Omega: |
5.97 |
Rho: |
1.21 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+44.07% |
3 Months |
|
|
-15.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.560 |
1M High / 1M Low: |
0.850 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.551 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |