JP Morgan Call 1600 TDG 17.01.2025
/ DE000JT2FQ66
JP Morgan Call 1600 TDG 17.01.202.../ DE000JT2FQ66 /
08/08/2024 08:38:40 |
Chg.-0.060 |
Bid10:04:12 |
Ask10:04:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-27.27% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,600.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JT2FQ6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,600.00 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: |
10.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.20 |
Parity: |
-3.64 |
Time value: |
1.06 |
Break-even: |
1,570.35 |
Moneyness: |
0.75 |
Premium: |
0.43 |
Premium p.a.: |
1.23 |
Spread abs.: |
0.92 |
Spread %: |
625.00% |
Delta: |
0.37 |
Theta: |
-0.64 |
Omega: |
3.86 |
Rho: |
1.35 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.39% |
1 Month |
|
|
-44.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.170 |
1M High / 1M Low: |
0.310 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |