JP Morgan Put 1100 TDG 20.09.2024
/ DE000JT4SNV0
JP Morgan Put 1100 TDG 20.09.2024/ DE000JT4SNV0 /
9/3/2024 9:02:15 AM |
Chg.-0.002 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
-28.57% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,100.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JT4SNV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,100.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/23/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.42 |
Historic volatility: |
0.20 |
Parity: |
-2.47 |
Time value: |
0.46 |
Break-even: |
947.85 |
Moneyness: |
0.80 |
Premium: |
0.24 |
Premium p.a.: |
93.71 |
Spread abs.: |
0.46 |
Spread %: |
8,400.00% |
Delta: |
-0.19 |
Theta: |
-3.00 |
Omega: |
-5.09 |
Rho: |
-0.13 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.007 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-68.75% |
1 Month |
|
|
-96.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.007 |
1M High / 1M Low: |
0.300 |
0.007 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
393.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |