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: |
|
- |
