JP Morgan Call 140 TER 19.07.2024
/ DE000JB9VCQ6
JP Morgan Call 140 TER 19.07.2024/ DE000JB9VCQ6 /
| 2024-07-09 12:02:14 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
140.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB9VCQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-07-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
1.99 |
| Historic volatility: |
0.31 |
| Parity: |
0.63 |
| Time value: |
0.75 |
| Break-even: |
153.80 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
2.22% |
| Delta: |
0.63 |
| Theta: |
-1.67 |
| Omega: |
6.70 |
| Rho: |
0.01 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.46% |
| 3 Months |
|
|
+1712.50% |
| YTD |
|
|
+400.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.45 |
| 1M High / 1M Low: |
1.60 |
0.70 |
| 6M High / 6M Low: |
1.60 |
0.03 |
| High (YTD): |
2024-06-19 |
1.60 |
| Low (YTD): |
2024-04-22 |
0.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.29% |
| Volatility 6M: |
|
408.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
