JP Morgan Call 135 TER 15.11.2024
/ DE000JK25GK8
JP Morgan Call 135 TER 15.11.2024/ DE000JK25GK8 /
| 15/08/2024 08:56:41 |
Chg.-0.110 |
Bid15:41:52 |
Ask15:41:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-13.58% |
0.820
Bid Size: 3,000 |
0.860
Ask Size: 3,000 |
Teradyne Inc |
135.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK25GK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
14/02/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-0.89 |
| Time value: |
0.73 |
| Break-even: |
129.90 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
0.43 |
| Theta: |
-0.06 |
| Omega: |
6.72 |
| Rho: |
0.11 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.17% |
| 1 Month |
|
|
-74.26% |
| 3 Months |
|
|
-32.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.460 |
| 1M High / 1M Low: |
3.080 |
0.460 |
| 6M High / 6M Low: |
3.080 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.77% |
| Volatility 6M: |
|
253.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
