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JP Morgan Call 130 TER 17.01.2025/  DE000JL03WX3  /

EUWAX
17/09/2024  08:52:04 Chg.-0.15 Bid20:55:59 Ask20:55:59 Underlying Strike price Expiration date Option type
1.25EUR -10.71% 1.30
Bid Size: 75,000		 1.32
Ask Size: 75,000		 Teradyne Inc 130.00 - 17/01/2025 Call
 

Master data

WKN: JL03WX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.85
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.37
Parity: -1.50
Time value: 1.30
Break-even: 143.00
Moneyness: 0.88
Premium: 0.24
Premium p.a.: 0.92
Spread abs.: 0.05
Spread %: 4.00%
Delta: 0.47
Theta: -0.08
Omega: 4.12
Rho: 0.14
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.68%
1 Month
  -14.97%
3 Months
  -51.74%
YTD  
+16.82%
1 Year  
+54.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.48 1.09
1M High / 1M Low: 1.74 1.04
6M High / 6M Low: 3.48 0.44
High (YTD): 11/07/2024 3.48
Low (YTD): 23/04/2024 0.44
52W High: 11/07/2024 3.48
52W Low: 01/11/2023 0.35
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.71
Avg. volume 6M:   8.98
Avg. price 1Y:   1.21
Avg. volume 1Y:   4.51
Volatility 1M:   234.72%
Volatility 6M:   205.36%
Volatility 1Y:   182.95%
Volatility 3Y:   -