JP Morgan Call 1460 TDG 15.11.2024
/ DE000JK6E478
JP Morgan Call 1460 TDG 15.11.202.../ DE000JK6E478 /
| 2024-09-20 11:33:45 AM |
Chg.- |
Bid10:07:18 AM |
Ask10:07:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.540
Bid Size: 1,000 |
0.840
Ask Size: 1,000 |
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: |
15.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.20 |
| Parity: |
-0.47 |
| Time value: |
0.84 |
| Break-even: |
1,392.33 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.30 |
| Spread %: |
55.56% |
| Delta: |
0.48 |
| Theta: |
-1.00 |
| Omega: |
7.18 |
| Rho: |
0.75 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-23.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
