JP Morgan Call 120 TER 17.01.2025
/ DE000JL1PUF8
JP Morgan Call 120 TER 17.01.2025/ DE000JL1PUF8 /
14/08/2024 08:59:15 |
Chg.+0.26 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
+16.99% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
120.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL1PUF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.97 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.36 |
Parity: |
-0.44 |
Time value: |
1.80 |
Break-even: |
138.00 |
Moneyness: |
0.96 |
Premium: |
0.19 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.05 |
Spread %: |
2.86% |
Delta: |
0.56 |
Theta: |
-0.07 |
Omega: |
3.61 |
Rho: |
0.20 |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.79 |
Previous Close: |
1.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.31% |
1 Month |
|
|
-55.36% |
3 Months |
|
|
-6.77% |
YTD |
|
|
+26.95% |
1 Year |
|
|
+24.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.79 |
1.16 |
1M High / 1M Low: |
4.42 |
1.16 |
6M High / 6M Low: |
4.42 |
0.64 |
High (YTD): |
17/07/2024 |
4.42 |
Low (YTD): |
23/04/2024 |
0.64 |
52W High: |
17/07/2024 |
4.42 |
52W Low: |
01/11/2023 |
0.50 |
Avg. price 1W: |
|
1.51 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.05 |
Avg. volume 6M: |
|
5.99 |
Avg. price 1Y: |
|
1.54 |
Avg. volume 1Y: |
|
2.97 |
Volatility 1M: |
|
286.77% |
Volatility 6M: |
|
194.03% |
Volatility 1Y: |
|
164.60% |
Volatility 3Y: |
|
- |