JP Morgan Call 125 TER 15.11.2024
/ DE000JK25GJ0
JP Morgan Call 125 TER 15.11.2024/ DE000JK25GJ0 /
| 8/15/2024 8:56:41 AM |
Chg.-0.14 |
Bid10:31:02 AM |
Ask10:31:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-11.20% |
1.09
Bid Size: 3,000 |
1.13
Ask Size: 3,000 |
Teradyne Inc |
125.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK25GJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.02 |
| Time value: |
1.11 |
| Break-even: |
124.82 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
5.69 |
| Rho: |
0.13 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.05% |
| 1 Month |
|
|
-67.64% |
| 3 Months |
|
|
-24.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.73 |
| 1M High / 1M Low: |
3.82 |
0.73 |
| 6M High / 6M Low: |
3.82 |
0.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.92% |
| Volatility 6M: |
|
219.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
