JP Morgan Call 1375 TDG 17.01.2025
/ DE000JT12V66
JP Morgan Call 1375 TDG 17.01.202.../ DE000JT12V66 /
| 01/10/2024 08:34:45 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,375.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JT12V6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,375.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
01/10/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.21 |
| Parity: |
-0.81 |
| Time value: |
1.82 |
| Break-even: |
1,557.00 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.50 |
| Spread %: |
37.88% |
| Delta: |
0.53 |
| Theta: |
-1.16 |
| Omega: |
3.77 |
| Rho: |
1.30 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+80.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.34 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
