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JP Morgan Call 140 TER 17.01.2025/  DE000JL1PUL6  /

EUWAX
8/15/2024  8:56:04 AM Chg.-0.120 Bid10:52:24 AM Ask10:52:24 AM Underlying Strike price Expiration date Option type
0.800EUR -13.04% 0.800
Bid Size: 3,000		 0.850
Ask Size: 3,000		 Teradyne Inc 140.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.54
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.36
Parity: -2.63
Time value: 0.84
Break-even: 148.40
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.87
Spread abs.: 0.05
Spread %: 6.33%
Delta: 0.36
Theta: -0.05
Omega: 4.90
Rho: 0.14
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month
  -70.15%
3 Months
  -24.53%
YTD
  -1.23%
1 Year
  -11.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.560
1M High / 1M Low: 3.060 0.560
6M High / 6M Low: 3.060 0.300
High (YTD): 7/17/2024 3.060
Low (YTD): 4/23/2024 0.300
52W High: 7/17/2024 3.060
52W Low: 11/1/2023 0.260
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   1.435
Avg. volume 1M:   0.000
Avg. price 6M:   1.227
Avg. volume 6M:   0.000
Avg. price 1Y:   0.911
Avg. volume 1Y:   0.000
Volatility 1M:   355.80%
Volatility 6M:   240.25%
Volatility 1Y:   199.96%
Volatility 3Y:   -