JP Morgan Call 105 TER 16.01.2026
/ DE000JK64QL4
JP Morgan Call 105 TER 16.01.2026/ DE000JK64QL4 /
| 20/06/2024 10:59:57 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.93EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
105.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
JK64QL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
10/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
4.13 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
4.13 |
| Time value: |
1.85 |
| Break-even: |
164.80 |
| Moneyness: |
1.39 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
2.57% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.01 |
| Rho: |
0.91 |
Quote data
| Open: |
5.93 |
| High: |
5.93 |
| Low: |
5.93 |
| Previous Close: |
5.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.65% |
| 3 Months |
|
|
+136.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.93 |
5.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
