JP Morgan Call 150 TER 15.11.2024
/ DE000JK6J121
JP Morgan Call 150 TER 15.11.2024/ DE000JK6J121 /
14/08/2024 12:00:38 |
Chg.+0.080 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+26.67% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
150.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK6J12 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
15/11/2024 |
Issue date: |
02/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.36 |
Parity: |
-2.08 |
Time value: |
0.42 |
Break-even: |
140.61 |
Moneyness: |
0.85 |
Premium: |
0.22 |
Premium p.a.: |
1.16 |
Spread abs.: |
0.05 |
Spread %: |
13.51% |
Delta: |
0.28 |
Theta: |
-0.05 |
Omega: |
7.84 |
Rho: |
0.07 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+80.95% |
1 Month |
|
|
-80.21% |
3 Months |
|
|
-38.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.210 |
1M High / 1M Low: |
2.080 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.831 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
514.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |