JP Morgan Call 115 TER 16.01.2026
/ DE000JK7JYX4
JP Morgan Call 115 TER 16.01.2026/ DE000JK7JYX4 /
| 2024-07-16 8:30:51 AM |
Chg.+0.21 |
Bid5:29:08 PM |
Ask5:29:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
+3.85% |
5.78
Bid Size: 50,000 |
5.86
Ask Size: 50,000 |
Teradyne Inc |
115.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7JYX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.08 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
4.08 |
| Time value: |
1.86 |
| Break-even: |
164.92 |
| Moneyness: |
1.39 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
5.32% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.02 |
| Rho: |
0.91 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
5.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.18% |
| 1 Month |
|
|
+15.01% |
| 3 Months |
|
|
+168.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.66 |
5.26 |
| 1M High / 1M Low: |
5.66 |
4.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
9.52 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
