JP Morgan Put 1125 TDG 20.12.2024
/ DE000JK96VF8
JP Morgan Put 1125 TDG 20.12.2024/ DE000JK96VF8 /
| 6/27/2024 10:13:47 AM |
Chg.0.000 |
Bid6/27/2024 |
Ask6/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.420
Bid Size: 1,000 |
1.420
Ask Size: 1,000 |
Transdigm Group Inco... |
1,125.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK96VF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,125.00 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: |
-8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.19 |
| Parity: |
-1.65 |
| Time value: |
1.42 |
| Break-even: |
911.38 |
| Moneyness: |
0.86 |
| Premium: |
0.25 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
1.00 |
| Spread %: |
238.10% |
| Delta: |
-0.28 |
| Theta: |
-0.54 |
| Omega: |
-2.42 |
| Rho: |
-2.34 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
