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JP Morgan Call 140 TER 17.01.2025/  DE000JL1PUL6  /

EUWAX
2024-12-23  8:51:57 AM Chg.+0.030 Bid9:57:04 PM Ask9:57:04 PM Underlying Strike price Expiration date Option type
0.130EUR +30.00% 0.120
Bid Size: 3,000		 0.160
Ask Size: 3,000		 Teradyne Inc 140.00 - 2025-01-17 Call
 

Master data

WKN: JL1PUL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.09
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.42
Parity: -1.51
Time value: 0.16
Break-even: 141.60
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 6.29
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.20
Theta: -0.09
Omega: 15.46
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.00%
1 Month  
+306.25%
3 Months
  -84.88%
YTD
  -83.95%
1 Year
  -81.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.100
1M High / 1M Low: 0.240 0.028
6M High / 6M Low: 3.060 0.013
High (YTD): 2024-07-17 3.060
Low (YTD): 2024-11-20 0.013
52W High: 2024-07-17 3.060
52W Low: 2024-11-20 0.013
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   0.887
Avg. volume 1Y:   0.000
Volatility 1M:   676.77%
Volatility 6M:   405.38%
Volatility 1Y:   323.07%
Volatility 3Y:   -