JP Morgan Put 1120 TDG 15.11.2024
/ DE000JK7TM68
JP Morgan Put 1120 TDG 15.11.2024/ DE000JK7TM68 /
9/3/2024 11:28:53 AM |
Chg.0.000 |
Bid9:56:07 PM |
Ask9:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
0.00% |
0.160 Bid Size: 500 |
0.660 Ask Size: 500 |
Transdigm Group Inco... |
1,120.00 USD |
11/15/2024 |
Put |
Master data
WKN: |
JK7TM6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,120.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.20 |
Parity: |
-2.29 |
Time value: |
0.55 |
Break-even: |
956.88 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
1.80 |
Spread abs.: |
0.45 |
Spread %: |
454.55% |
Delta: |
-0.21 |
Theta: |
-0.75 |
Omega: |
-4.67 |
Rho: |
-0.62 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.120 |
1M High / 1M Low: |
0.640 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.290 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |