JP Morgan Call 135 TER 15.11.2024
/ DE000JK25GK8
JP Morgan Call 135 TER 15.11.2024/ DE000JK25GK8 /
17/09/2024 09:05:33 |
Chg.-0.130 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-15.29% |
- Bid Size: - |
- Ask Size: - |
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: |
17.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.37 |
Parity: |
-0.63 |
Time value: |
0.67 |
Break-even: |
128.04 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.04 |
Spread %: |
5.63% |
Delta: |
0.44 |
Theta: |
-0.08 |
Omega: |
7.56 |
Rho: |
0.07 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.03% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-65.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.610 |
1M High / 1M Low: |
1.170 |
0.580 |
6M High / 6M Low: |
3.080 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.906 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.284 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
314.79% |
Volatility 6M: |
|
270.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |