JP Morgan Call 1380 TDG 15.11.2024
/ DE000JK6E3Z5
JP Morgan Call 1380 TDG 15.11.202.../ DE000JK6E3Z5 /
| 2024-07-25 11:32:46 AM |
Chg.-0.120 |
Bid6:48:21 PM |
Ask6:48:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-18.46% |
0.570
Bid Size: 15,000 |
0.870
Ask Size: 15,000 |
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: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.20 |
| Parity: |
-1.24 |
| Time value: |
1.03 |
| Break-even: |
1,376.30 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.50 |
| Spread %: |
94.34% |
| Delta: |
0.45 |
| Theta: |
-0.68 |
| Omega: |
5.00 |
| Rho: |
1.28 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.16% |
| 1 Month |
|
|
-44.79% |
| 3 Months |
|
|
-30.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.490 |
| 1M High / 1M Low: |
0.960 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.634 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
