JP Morgan Call 120 TER 20.09.2024
/ DE000JT609W1
JP Morgan Call 120 TER 20.09.2024/ DE000JT609W1 /
| 9/17/2024 12:51:57 PM |
Chg.-0.19 |
Bid7:15:05 PM |
Ask7:15:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.84EUR |
-18.45% |
0.89
Bid Size: 50,000 |
0.91
Ask Size: 50,000 |
Teradyne Inc |
120.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JT609W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
0.72 |
| Time value: |
0.03 |
| Break-even: |
115.28 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
6.41% |
| Delta: |
0.91 |
| Theta: |
-0.17 |
| Omega: |
13.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.84 |
| High: |
0.84 |
| Low: |
0.84 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.23% |
| 1 Month |
|
|
-34.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.65 |
| 1M High / 1M Low: |
1.60 |
0.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
