JP Morgan Call 1225 TDG 21.06.2024
/ DE000JK8N996
JP Morgan Call 1225 TDG 21.06.202.../ DE000JK8N996 /
| 2024-06-07 8:58:06 AM |
Chg.-0.32 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-22.22% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,225.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JK8N99 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,225.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.19 |
| Parity: |
-0.12 |
| Time value: |
1.20 |
| Break-even: |
1,345.00 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
17.27 |
| Spread abs.: |
0.30 |
| Spread %: |
33.33% |
| Delta: |
0.54 |
| Theta: |
-4.84 |
| Omega: |
5.44 |
| Rho: |
0.19 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+1.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.11 |
| 1M High / 1M Low: |
1.44 |
0.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
