JP Morgan Call 1470 TDG 15.11.2024
/ DE000JK6E486
JP Morgan Call 1470 TDG 15.11.202.../ DE000JK6E486 /
9/13/2024 11:39:23 AM |
Chg.+0.040 |
Bid4:25:27 PM |
Ask4:25:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+12.12% |
0.390 Bid Size: 10,000 |
0.590 Ask Size: 10,000 |
Transdigm Group Inco... |
1,470.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK6E48 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,470.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.20 |
Parity: |
-1.10 |
Time value: |
0.66 |
Break-even: |
1,392.83 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
1.19 |
Spread abs.: |
0.30 |
Spread %: |
83.33% |
Delta: |
0.40 |
Theta: |
-0.85 |
Omega: |
7.31 |
Rho: |
0.72 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.63% |
1 Month |
|
|
+68.18% |
3 Months |
|
|
-38.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.316 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |