JP Morgan Put 1230 TDG 16.08.2024
/ DE000JK5WED5
JP Morgan Put 1230 TDG 16.08.2024/ DE000JK5WED5 /
2024-07-29 11:53:05 AM |
Chg.-0.020 |
Bid6:21:53 PM |
Ask6:21:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-4.76% |
0.380 Bid Size: 15,000 |
0.480 Ask Size: 15,000 |
Transdigm Group Inco... |
1,230.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JK5WED |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1,230.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-08-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.20 |
Parity: |
-0.04 |
Time value: |
0.61 |
Break-even: |
1,072.34 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
2.11 |
Spread abs.: |
0.20 |
Spread %: |
48.78% |
Delta: |
-0.46 |
Theta: |
-1.72 |
Omega: |
-8.50 |
Rho: |
-0.29 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.44% |
1 Month |
|
|
+17.65% |
3 Months |
|
|
-40.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.210 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.358 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |