JP Morgan Put 1250 TDG 15.11.2024
/ DE000JK7URY3
JP Morgan Put 1250 TDG 15.11.2024/ DE000JK7URY3 /
| 2024-07-26 12:23:06 PM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+4.65% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,250.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK7URY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,250.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
0.14 |
| Time value: |
0.98 |
| Break-even: |
1,040.00 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.28 |
| Spread %: |
32.97% |
| Delta: |
-0.45 |
| Theta: |
-0.43 |
| Omega: |
-4.63 |
| Rho: |
-1.91 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-13.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.680 |
| 1M High / 1M Low: |
0.900 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
