JP Morgan Call 1550 TDG 21.02.2025
/ DE000JV2ZUE6
JP Morgan Call 1550 TDG 21.02.202.../ DE000JV2ZUE6 /
| 2024-11-12 9:54:12 AM |
Chg.+0.070 |
Bid8:00:08 PM |
Ask8:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+28.00% |
0.260
Bid Size: 7,500 |
0.560
Ask Size: 7,500 |
Transdigm Group Inco... |
1,550.00 USD |
2025-02-21 |
Call |
Master data
| WKN: |
JV2ZUE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,550.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-10-09 |
| Last trading day: |
2025-02-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
-1.64 |
| Time value: |
0.82 |
| Break-even: |
1,535.61 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.50 |
| Spread %: |
156.25% |
| Delta: |
0.39 |
| Theta: |
-0.69 |
| Omega: |
6.12 |
| Rho: |
1.16 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-34.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.230 |
| 1M High / 1M Low: |
0.640 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
