JP Morgan Put 1225 TDG 20.12.2024
/ DE000JK96Z94
JP Morgan Put 1225 TDG 20.12.2024/ DE000JK96Z94 /
| 09/08/2024 10:13:36 |
Chg.-0.170 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-16.04% |
-
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: |
-9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
-0.19 |
| Time value: |
1.21 |
| Break-even: |
1,001.30 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.46 |
| Spread %: |
60.98% |
| Delta: |
-0.40 |
| Theta: |
-0.46 |
| Omega: |
-3.78 |
| Rho: |
-2.09 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
+18.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.860 |
| 1M High / 1M Low: |
1.110 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
