JP Morgan Put 1100 TDG 20.12.2024
/ DE000JK96VE1
JP Morgan Put 1100 TDG 20.12.2024/ DE000JK96VE1 /
| 9/4/2024 9:51:54 AM |
Chg.+0.050 |
Bid11:11:10 AM |
Ask11:11:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+33.33% |
0.200
Bid Size: 1,000 |
0.700
Ask Size: 1,000 |
Transdigm Group Inco... |
1,100.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.20 |
| Parity: |
-2.10 |
| Time value: |
0.90 |
| Break-even: |
905.61 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.70 |
| Spread %: |
350.00% |
| Delta: |
-0.24 |
| Theta: |
-0.69 |
| Omega: |
-3.26 |
| Rho: |
-1.12 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
-35.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.610 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
