JP Morgan Call 140 TER 15.11.2024
/ DE000JK5R8L0
JP Morgan Call 140 TER 15.11.2024/ DE000JK5R8L0 /
| 16/07/2024 14:46:59 |
Chg.+0.06 |
Bid17:52:40 |
Ask17:52:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+2.37% |
2.69
Bid Size: 50,000 |
2.71
Ask Size: 50,000 |
Teradyne Inc |
140.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK5R8L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
1.79 |
| Time value: |
0.63 |
| Break-even: |
152.68 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
3.13% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
4.67 |
| Rho: |
0.30 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.59 |
| Previous Close: |
2.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+37.04% |
| 3 Months |
|
|
+619.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.25 |
| 1M High / 1M Low: |
2.55 |
1.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
