JP Morgan Put 1100 TDG 20.12.2024
/ DE000JK96VE1
JP Morgan Put 1100 TDG 20.12.2024/ DE000JK96VE1 /
| 29/07/2024 10:09:50 |
Chg.0.000 |
Bid17:37:59 |
Ask17:37:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
0.00% |
0.450
Bid Size: 15,000 |
0.750
Ask Size: 15,000 |
Transdigm Group Inco... |
1,100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK96VE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.20 |
| Parity: |
-1.24 |
| Time value: |
1.16 |
| Break-even: |
897.56 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.70 |
| Spread %: |
152.17% |
| Delta: |
-0.30 |
| Theta: |
-0.53 |
| Omega: |
-2.96 |
| Rho: |
-1.81 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.350 |
| 1M High / 1M Low: |
0.460 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
