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JP Morgan Call 155 TER 17.01.2025/  DE000JL1PUX1  /

EUWAX
10/18/2024  9:05:31 AM Chg.0.000 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.350EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 155.00 - 1/17/2025 Call
 

Master data

WKN: JL1PUX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.12
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.39
Parity: -3.75
Time value: 0.39
Break-even: 158.90
Moneyness: 0.76
Premium: 0.35
Premium p.a.: 2.36
Spread abs.: 0.05
Spread %: 14.71%
Delta: 0.22
Theta: -0.06
Omega: 6.72
Rho: 0.06
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -31.37%
3 Months
  -80.00%
YTD
  -32.69%
1 Year
  -7.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.350
1M High / 1M Low: 0.640 0.350
6M High / 6M Low: 2.230 0.170
High (YTD): 7/17/2024 2.230
Low (YTD): 4/23/2024 0.170
52W High: 7/17/2024 2.230
52W Low: 11/10/2023 0.160
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   232.54%
Volatility 6M:   272.18%
Volatility 1Y:   249.31%
Volatility 3Y:   -