JP Morgan Call 1450 TDG 17.01.2025
/ DE000JT2FQ09
JP Morgan Call 1450 TDG 17.01.202.../ DE000JT2FQ09 /
| 16/08/2024 08:42:41 |
Chg.+0.030 |
Bid13:45:43 |
Ask13:45:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+7.14% |
0.440
Bid Size: 1,000 |
1.140
Ask Size: 1,000 |
Transdigm Group Inco... |
1,450.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT2FQ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,450.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/06/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.20 |
| Parity: |
-1.62 |
| Time value: |
1.14 |
| Break-even: |
1,435.49 |
| Moneyness: |
0.88 |
| Premium: |
0.24 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.70 |
| Spread %: |
159.09% |
| Delta: |
0.44 |
| Theta: |
-0.58 |
| Omega: |
4.52 |
| Rho: |
1.69 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-8.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.410 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
