JP Morgan Call 1380 TDG 15.11.2024
/ DE000JK6E3Z5
JP Morgan Call 1380 TDG 15.11.202.../ DE000JK6E3Z5 /
8/7/2024 4:09:49 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.490EUR |
- |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,380.00 - |
11/15/2024 |
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 - |
Maturity: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
8/8/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.20 |
Parity: |
-2.20 |
Time value: |
0.88 |
Break-even: |
1,468.00 |
Moneyness: |
0.84 |
Premium: |
0.27 |
Premium p.a.: |
1.58 |
Spread abs.: |
0.50 |
Spread %: |
131.58% |
Delta: |
0.38 |
Theta: |
-0.87 |
Omega: |
5.00 |
Rho: |
0.88 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.490 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.08% |
3 Months |
|
|
-44.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.680 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |