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JP Morgan Call 140 TER 17.01.2025/  DE000JL1PUL6  /

EUWAX
18/10/2024  09:05:30 Chg.0.000 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.700EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 140.00 - 17/01/2025 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: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.09
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.39
Parity: -2.25
Time value: 0.73
Break-even: 147.30
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 1.48
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.35
Theta: -0.08
Omega: 5.63
Rho: 0.08
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -23.91%
3 Months
  -71.77%
YTD
  -13.58%
1 Year  
+22.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.700
1M High / 1M Low: 1.120 0.700
6M High / 6M Low: 3.060 0.300
High (YTD): 17/07/2024 3.060
Low (YTD): 23/04/2024 0.300
52W High: 17/07/2024 3.060
52W Low: 01/11/2023 0.260
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   1.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.936
Avg. volume 1Y:   0.000
Volatility 1M:   184.69%
Volatility 6M:   235.04%
Volatility 1Y:   217.22%
Volatility 3Y:   -