JP Morgan Call 1460 TDG 15.11.2024
/ DE000JK6E478
JP Morgan Call 1460 TDG 15.11.202.../ DE000JK6E478 /
| 2024-06-21 11:13:36 AM |
Chg.-0.050 |
Bid5:16:26 PM |
Ask5:16:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-6.94% |
0.650
Bid Size: 7,500 |
0.950
Ask Size: 7,500 |
Transdigm Group Inco... |
1,460.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK6E47 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,460.00 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: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
-1.22 |
| Time value: |
1.29 |
| Break-even: |
1,492.63 |
| Moneyness: |
0.91 |
| Premium: |
0.20 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.65 |
| Spread %: |
102.94% |
| Delta: |
0.48 |
| Theta: |
-0.62 |
| Omega: |
4.59 |
| Rho: |
1.86 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
+6.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.530 |
| 1M High / 1M Low: |
0.830 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
