JP Morgan Call 1450 TDG 15.11.2024
/ DE000JK6E437
JP Morgan Call 1450 TDG 15.11.202.../ DE000JK6E437 /
25/07/2024 11:32:46 |
Chg.-0.090 |
Bid14:18:19 |
Ask14:18:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-20.45% |
0.350 Bid Size: 1,000 |
0.850 Ask Size: 1,000 |
Transdigm Group Inco... |
1,450.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK6E43 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,450.00 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: |
13.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.20 |
Parity: |
-1.89 |
Time value: |
0.85 |
Break-even: |
1,422.89 |
Moneyness: |
0.86 |
Premium: |
0.24 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.50 |
Spread %: |
142.86% |
Delta: |
0.39 |
Theta: |
-0.66 |
Omega: |
5.27 |
Rho: |
1.12 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.38% |
1 Month |
|
|
-49.28% |
3 Months |
|
|
-36.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.320 |
1M High / 1M Low: |
0.690 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.429 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |