JP Morgan Call 145 TER 16.08.2024
/ DE000JK7VQ37
JP Morgan Call 145 TER 16.08.2024/ DE000JK7VQ37 /
| 7/16/2024 11:31:29 AM |
Chg.+0.11 |
Bid5:28:23 PM |
Ask5:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+7.14% |
1.78
Bid Size: 50,000 |
1.80
Ask Size: 50,000 |
Teradyne Inc |
145.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK7VQ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
4/11/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
0.25 |
| Break-even: |
148.83 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
4.24% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
7.46 |
| Rho: |
0.09 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
+44.74% |
| 3 Months |
|
|
+1400.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.30 |
| 1M High / 1M Low: |
1.64 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
