JP Morgan Call 115 TER 17.01.2025
/ DE000JL1PUH4
JP Morgan Call 115 TER 17.01.2025/ DE000JL1PUH4 /
| 15/08/2024 08:56:04 |
Chg.-0.17 |
Bid19:45:00 |
Ask19:45:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-8.21% |
2.32
Bid Size: 50,000 |
2.34
Ask Size: 50,000 |
Teradyne Inc |
115.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL1PUH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.36 |
| Parity: |
-0.13 |
| Time value: |
1.93 |
| Break-even: |
134.30 |
| Moneyness: |
0.99 |
| Premium: |
0.18 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.05 |
| Spread %: |
2.66% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
3.47 |
| Rho: |
0.20 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.69% |
| 1 Month |
|
|
-56.72% |
| 3 Months |
|
|
-13.24% |
| YTD |
|
|
+18.75% |
| 1 Year |
|
|
+18.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.37 |
| 1M High / 1M Low: |
4.81 |
1.37 |
| 6M High / 6M Low: |
4.81 |
0.77 |
| High (YTD): |
17/07/2024 |
4.81 |
| Low (YTD): |
23/04/2024 |
0.77 |
| 52W High: |
17/07/2024 |
4.81 |
| 52W Low: |
01/11/2023 |
0.59 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
271.35% |
| Volatility 6M: |
|
183.69% |
| Volatility 1Y: |
|
156.48% |
| Volatility 3Y: |
|
- |
