JP Morgan Call 125 TER 17.01.2025
/ DE000JL1PUP7
JP Morgan Call 125 TER 17.01.2025/ DE000JL1PUP7 /
8/14/2024 8:59:15 AM |
Chg.+0.23 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.53EUR |
+17.69% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
125.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
4/12/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.36 |
Parity: |
-0.94 |
Time value: |
1.54 |
Break-even: |
140.40 |
Moneyness: |
0.92 |
Premium: |
0.21 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.05 |
Spread %: |
3.36% |
Delta: |
0.52 |
Theta: |
-0.06 |
Omega: |
3.88 |
Rho: |
0.19 |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.53 |
Previous Close: |
1.30 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+56.12% |
1 Month |
|
|
-58.08% |
3 Months |
|
|
-7.83% |
YTD |
|
|
+23.39% |
1 Year |
|
|
+19.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.53 |
0.98 |
1M High / 1M Low: |
4.06 |
0.98 |
6M High / 6M Low: |
4.06 |
0.53 |
High (YTD): |
7/17/2024 |
4.06 |
Low (YTD): |
4/23/2024 |
0.53 |
52W High: |
7/17/2024 |
4.06 |
52W Low: |
11/1/2023 |
0.42 |
Avg. price 1W: |
|
1.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.36 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
284.31% |
Volatility 6M: |
|
203.79% |
Volatility 1Y: |
|
172.52% |
Volatility 3Y: |
|
- |