JP Morgan Put 1225 TDG 20.12.2024
/ DE000JK96Z94
JP Morgan Put 1225 TDG 20.12.2024/ DE000JK96Z94 /
12/07/2024 10:09:47 |
Chg.+0.050 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+6.85% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,225.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
JK96Z9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,225.00 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: |
-8.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
-0.28 |
Time value: |
1.37 |
Break-even: |
989.52 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.64 |
Spread %: |
88.61% |
Delta: |
-0.39 |
Theta: |
-0.43 |
Omega: |
-3.25 |
Rho: |
-2.57 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.780 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.730 |
1M High / 1M Low: |
0.860 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.703 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |