JP Morgan Call 125 TER 17.01.2025
/ DE000JL1PUP7
JP Morgan Call 125 TER 17.01.2025/ DE000JL1PUP7 /
| 15/08/2024 08:56:04 |
Chg.-0.15 |
Bid10:08:45 |
Ask10:08:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-9.80% |
1.38
Bid Size: 3,000 |
1.43
Ask Size: 3,000 |
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: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
-1.13 |
| Time value: |
1.41 |
| Break-even: |
139.10 |
| Moneyness: |
0.91 |
| Premium: |
0.22 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.05 |
| Spread %: |
3.68% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
4.02 |
| Rho: |
0.18 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.82% |
| 1 Month |
|
|
-62.19% |
| 3 Months |
|
|
-16.87% |
| YTD |
|
|
+11.29% |
| 1 Year |
|
|
+7.81% |
| 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): |
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: |
|
1.26 |
| 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: |
|
- |
