JP Morgan Call 140 TER 15.11.2024
/ DE000JK5R8L0
JP Morgan Call 140 TER 15.11.2024/ DE000JK5R8L0 /
| 10/18/2024 12:43:41 PM |
Chg.-0.050 |
Bid7:02:17 PM |
Ask7:02:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.290
Bid Size: 50,000 |
0.310
Ask Size: 50,000 |
Teradyne Inc |
140.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.39 |
| Parity: |
-1.18 |
| Time value: |
0.35 |
| Break-even: |
132.79 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
3.94 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
0.31 |
| Theta: |
-0.12 |
| Omega: |
10.41 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.410 |
| 1M High / 1M Low: |
0.690 |
0.410 |
| 6M High / 6M Low: |
2.680 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.94% |
| Volatility 6M: |
|
283.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
