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JP Morgan Call 125 TER 17.01.2025/  DE000JL1PUP7  /

EUWAX
16/07/2024  08:56:54 Chg.+0.21 Bid19:24:11 Ask19:24:11 Underlying Strike price Expiration date Option type
3.86EUR +5.75% 3.99
Bid Size: 50,000		 4.02
Ask Size: 50,000		 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: 3.70
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.13
Implied volatility: 0.69
Historic volatility: 0.31
Parity: 2.13
Time value: 1.82
Break-even: 164.50
Moneyness: 1.17
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.10
Spread %: 2.60%
Delta: 0.73
Theta: -0.07
Omega: 2.69
Rho: 0.34
 

Quote data

Open: 3.86
High: 3.86
Low: 3.86
Previous Close: 3.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.92%
1 Month  
+24.92%
3 Months  
+376.54%
YTD  
+211.29%
1 Year  
+110.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.83 3.41
1M High / 1M Low: 3.83 2.87
6M High / 6M Low: 3.83 0.53
High (YTD): 11/07/2024 3.83
Low (YTD): 23/04/2024 0.53
52W High: 11/07/2024 3.83
52W Low: 01/11/2023 0.42
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   3.26
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   1.33
Avg. volume 1Y:   0.00
Volatility 1M:   138.50%
Volatility 6M:   183.97%
Volatility 1Y:   155.54%
Volatility 3Y:   -