JP Morgan Put 1275 TDG 15.11.2024
/ DE000JK736Y7
JP Morgan Put 1275 TDG 15.11.2024/ DE000JK736Y7 /
| 08/08/2024 08:34:29 |
Chg.+0.220 |
Bid09:18:26 |
Ask09:18:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+22.68% |
1.200
Bid Size: 1,000 |
1.500
Ask Size: 1,000 |
Transdigm Group Inco... |
1,275.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JK736Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,275.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.20 |
| Parity: |
0.34 |
| Time value: |
0.97 |
| Break-even: |
1,035.96 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.30 |
| Spread %: |
29.70% |
| Delta: |
-0.48 |
| Theta: |
-0.52 |
| Omega: |
-4.14 |
| Rho: |
-1.84 |
Quote data
| Open: |
1.190 |
| High: |
1.190 |
| Low: |
1.190 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.56% |
| 1 Month |
|
|
+38.37% |
| 3 Months |
|
|
+35.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.780 |
| 1M High / 1M Low: |
1.230 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
