JP Morgan Call 1450 TDG 17.01.2025
/ DE000JT2FQ09
JP Morgan Call 1450 TDG 17.01.202.../ DE000JT2FQ09 /
| 7/17/2024 8:40:09 AM |
Chg.+0.120 |
Bid11:55:44 AM |
Ask11:55:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+24.49% |
0.620
Bid Size: 1,000 |
1.620
Ask Size: 1,000 |
Transdigm Group Inco... |
1,450.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.19 |
| Parity: |
-1.55 |
| Time value: |
1.49 |
| Break-even: |
1,478.61 |
| Moneyness: |
0.88 |
| Premium: |
0.26 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.92 |
| Spread %: |
161.29% |
| Delta: |
0.48 |
| Theta: |
-0.58 |
| Omega: |
3.83 |
| Rho: |
2.12 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
