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JP Morgan Call 150 TER 17.01.2025/  DE000JL1PUB7  /

EUWAX
15/08/2024  08:56:03 Chg.-0.100 Bid12:35:11 Ask12:35:11 Underlying Strike price Expiration date Option type
0.540EUR -15.63% 0.540
Bid Size: 3,000		 0.580
Ask Size: 3,000		 Teradyne Inc 150.00 - 17/01/2025 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: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.28
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.36
Parity: -3.63
Time value: 0.59
Break-even: 155.90
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 1.10
Spread abs.: 0.06
Spread %: 11.32%
Delta: 0.28
Theta: -0.05
Omega: 5.46
Rho: 0.11
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.11%
1 Month
  -74.77%
3 Months
  -28.95%
YTD
  -11.48%
1 Year
  -23.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.380
1M High / 1M Low: 2.490 0.380
6M High / 6M Low: 2.490 0.200
High (YTD): 17/07/2024 2.490
Low (YTD): 23/04/2024 0.200
52W High: 17/07/2024 2.490
52W Low: 10/11/2023 0.190
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   0.000
Avg. price 1Y:   0.691
Avg. volume 1Y:   0.000
Volatility 1M:   391.48%
Volatility 6M:   265.12%
Volatility 1Y:   218.04%
Volatility 3Y:   -