JP Morgan Call 1070 TDG 17.05.2024
/ DE000JB6LJ95
JP Morgan Call 1070 TDG 17.05.202.../ DE000JB6LJ95 /
| 2024-04-23 10:37:03 AM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,070.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
JB6LJ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,070.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-04-24 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.19 |
| Parity: |
1.32 |
| Time value: |
0.24 |
| Break-even: |
1,226.00 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
-0.12 |
| Spread %: |
-7.14% |
| Delta: |
0.80 |
| Theta: |
-2.08 |
| Omega: |
6.17 |
| Rho: |
0.29 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
+18.58% |
| YTD |
|
|
+135.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.69 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-04 |
1.75 |
| Low (YTD): |
2024-01-05 |
0.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
