JP Morgan Call 1380 TDG 15.11.2024
/ DE000JK6E3Z5
JP Morgan Call 1380 TDG 15.11.202.../ DE000JK6E3Z5 /
2024-07-17 11:36:39 AM |
Chg.+0.150 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+31.25% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,380.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK6E3Z |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,380.00 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: |
10.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.19 |
Parity: |
-0.91 |
Time value: |
1.14 |
Break-even: |
1,379.81 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.50 |
Spread %: |
78.13% |
Delta: |
0.48 |
Theta: |
-0.64 |
Omega: |
4.95 |
Rho: |
1.49 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.61% |
1 Month |
|
|
-32.26% |
3 Months |
|
|
-18.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.480 |
1M High / 1M Low: |
1.030 |
0.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |