JP Morgan Call 1450 TDG 15.11.2024
/ DE000JK6E437
JP Morgan Call 1450 TDG 15.11.202.../ DE000JK6E437 /
2024-05-31 11:53:43 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+14.75% |
- Bid Size: - |
- Ask Size: - |
Transdigm Group Inco... |
1,450.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK6E43 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Transdigm Group Incorporated |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,450.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-04-12 |
Last trading day: |
2024-11-14 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
-0.98 |
Time value: |
1.47 |
Break-even: |
1,483.59 |
Moneyness: |
0.93 |
Premium: |
0.20 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.70 |
Spread %: |
90.91% |
Delta: |
0.51 |
Theta: |
-0.58 |
Omega: |
4.26 |
Rho: |
2.19 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
+7.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.610 |
1M High / 1M Low: |
0.820 |
0.560 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.697 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |