JP Morgan Call 1475 TDG 15.11.2024
/ DE000JK7URZ0
JP Morgan Call 1475 TDG 15.11.202.../ DE000JK7URZ0 /
| 20/06/2024 12:32:50 |
Chg.- |
Bid11:10:41 |
Ask11:10:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
0.620
Bid Size: 1,000 |
1.320
Ask Size: 1,000 |
Transdigm Group Inco... |
1,475.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK7URZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,475.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
15/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.19 |
| Parity: |
-1.36 |
| Time value: |
1.33 |
| Break-even: |
1,510.74 |
| Moneyness: |
0.90 |
| Premium: |
0.22 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.70 |
| Spread %: |
111.11% |
| Delta: |
0.47 |
| Theta: |
-0.65 |
| Omega: |
4.41 |
| Rho: |
1.83 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.52% |
| 1 Month |
|
|
+4.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.480 |
| 1M High / 1M Low: |
0.770 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
