JP Morgan Put 1225 TDG 16.08.2024
/ DE000JK7HVL9
JP Morgan Put 1225 TDG 16.08.2024/ DE000JK7HVL9 /
| 2024-06-25 12:16:56 PM |
Chg.- |
Bid8:05:29 PM |
Ask8:05:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.360
Bid Size: 7,500 |
0.510
Ask Size: 7,500 |
Transdigm Group Inco... |
1,225.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JK7HVL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,225.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
-0.89 |
| Time value: |
0.58 |
| Break-even: |
1,085.88 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.30 |
| Spread %: |
107.14% |
| Delta: |
-0.31 |
| Theta: |
-0.85 |
| Omega: |
-6.64 |
| Rho: |
-0.62 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.390 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
