JP Morgan Put 1325 TDG 15.11.2024
/ DE000JT1HGX9
JP Morgan Put 1325 TDG 15.11.2024/ DE000JT1HGX9 /
| 2024-08-30 11:01:42 AM |
Chg.-0.110 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-16.42% |
0.520
Bid Size: 1,000 |
0.820
Ask Size: 1,000 |
Transdigm Group Inco... |
1,325.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JT1HGX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,325.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-11-14 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
-0.44 |
| Time value: |
0.82 |
| Break-even: |
1,117.39 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.30 |
| Spread %: |
57.69% |
| Delta: |
-0.38 |
| Theta: |
-0.63 |
| Omega: |
-5.75 |
| Rho: |
-1.15 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-52.54% |
| 3 Months |
|
|
-41.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.560 |
| 1M High / 1M Low: |
1.650 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
