JP Morgan Call 150 TER 17.01.2025
/ DE000JL1PUB7
JP Morgan Call 150 TER 17.01.2025/ DE000JL1PUB7 /
| 2024-12-23 8:51:58 AM |
Chg.+0.009 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+27.27% |
0.039
Bid Size: 2,000 |
0.099
Ask Size: 2,000 |
Teradyne Inc |
150.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1PUB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
126.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.42 |
| Parity: |
-2.51 |
| Time value: |
0.10 |
| Break-even: |
150.99 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
19.20 |
| Spread abs.: |
0.06 |
| Spread %: |
153.85% |
| Delta: |
0.12 |
| Theta: |
-0.08 |
| Omega: |
14.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.00% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
-92.76% |
| YTD |
|
|
-93.11% |
| 1 Year |
|
|
-91.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.033 |
| 1M High / 1M Low: |
0.095 |
0.010 |
| 6M High / 6M Low: |
2.490 |
0.004 |
| High (YTD): |
2024-07-17 |
2.490 |
| Low (YTD): |
2024-11-20 |
0.004 |
| 52W High: |
2024-07-17 |
2.490 |
| 52W Low: |
2024-11-20 |
0.004 |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.653 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
799.53% |
| Volatility 6M: |
|
461.18% |
| Volatility 1Y: |
|
364.95% |
| Volatility 3Y: |
|
- |
