JP Morgan Call 135 TER 19.07.2024
/ DE000JB7VJ92
JP Morgan Call 135 TER 19.07.2024/ DE000JB7VJ92 /
| 20/06/2024 12:06:50 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
135.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
JB7VJ9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
2.16 |
| Historic volatility: |
0.31 |
| Parity: |
1.13 |
| Time value: |
0.63 |
| Break-even: |
152.60 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.06 |
| Spread %: |
3.53% |
| Delta: |
0.70 |
| Theta: |
-1.68 |
| Omega: |
5.78 |
| Rho: |
0.01 |
Quote data
| Open: |
1.80 |
| High: |
1.80 |
| Low: |
1.80 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.34% |
| 3 Months |
|
|
+1400.00% |
| YTD |
|
|
+373.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.01 |
1.13 |
| 6M High / 6M Low: |
2.01 |
0.05 |
| High (YTD): |
19/06/2024 |
2.01 |
| Low (YTD): |
22/04/2024 |
0.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
664.27% |
| Volatility 6M: |
|
391.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
