JP Morgan Call 150 TER 15.11.2024
/ DE000JK6J121
JP Morgan Call 150 TER 15.11.2024/ DE000JK6J121 /
| 10/18/2024 12:21:20 PM |
Chg.-0.040 |
Bid5:38:04 PM |
Ask5:38:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-19.05% |
0.130
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
Teradyne Inc |
150.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.39 |
| Parity: |
-2.10 |
| Time value: |
0.21 |
| Break-even: |
140.62 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
9.43 |
| Spread abs.: |
0.05 |
| Spread %: |
31.25% |
| Delta: |
0.20 |
| Theta: |
-0.10 |
| Omega: |
11.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-89.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.170 |
| 1M High / 1M Low: |
0.400 |
0.170 |
| 6M High / 6M Low: |
2.080 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.76% |
| Volatility 6M: |
|
338.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
