JP Morgan Call 125 TER 17.01.2025
/ DE000JL1PUP7
JP Morgan Call 125 TER 17.01.2025/ DE000JL1PUP7 /
| 18/10/2024 09:05:30 |
Chg.0.00 |
Bid19:18:39 |
Ask19:18:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
0.00% |
1.17
Bid Size: 75,000 |
1.19
Ask Size: 75,000 |
Teradyne Inc |
125.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL1PUP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.39 |
| Parity: |
-0.75 |
| Time value: |
1.32 |
| Break-even: |
138.20 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
4.49 |
| Rho: |
0.11 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
-16.13% |
| 3 Months |
|
|
-61.76% |
| YTD |
|
|
+4.84% |
| 1 Year |
|
|
+49.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.30 |
| 1M High / 1M Low: |
1.84 |
1.30 |
| 6M High / 6M Low: |
4.06 |
0.53 |
| High (YTD): |
17/07/2024 |
4.06 |
| Low (YTD): |
23/04/2024 |
0.53 |
| 52W High: |
17/07/2024 |
4.06 |
| 52W Low: |
01/11/2023 |
0.42 |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.67% |
| Volatility 6M: |
|
197.28% |
| Volatility 1Y: |
|
185.96% |
| Volatility 3Y: |
|
- |
