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JP Morgan Call 140 TER 17.01.2025/  DE000JL1PUL6  /

EUWAX
2024-07-16  8:56:54 AM Chg.+0.20 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.88EUR +7.46% -
Bid Size: -		 -
Ask Size: -		 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: 4.93
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 0.63
Implied volatility: 0.63
Historic volatility: 0.31
Parity: 0.63
Time value: 2.34
Break-even: 169.70
Moneyness: 1.05
Premium: 0.16
Premium p.a.: 0.34
Spread abs.: 0.10
Spread %: 3.48%
Delta: 0.64
Theta: -0.07
Omega: 3.16
Rho: 0.33
 

Quote data

Open: 2.88
High: 2.88
Low: 2.88
Previous Close: 2.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.83%
1 Month  
+30.32%
3 Months  
+487.76%
YTD  
+255.56%
1 Year  
+111.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.84 2.47
1M High / 1M Low: 2.84 2.04
6M High / 6M Low: 2.84 0.30
High (YTD): 2024-07-11 2.84
Low (YTD): 2024-04-23 0.30
52W High: 2024-07-11 2.84
52W Low: 2023-11-01 0.26
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   1.08
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   142.40%
Volatility 6M:   210.49%
Volatility 1Y:   175.95%
Volatility 3Y:   -