JP Morgan Call 155 TER 17.01.2025
/ DE000JL1PUX1
JP Morgan Call 155 TER 17.01.2025/ DE000JL1PUX1 /
| 16/07/2024 08:56:53 |
Chg.+0.17 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+8.90% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
155.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.31 |
| Parity: |
-0.87 |
| Time value: |
2.17 |
| Break-even: |
176.70 |
| Moneyness: |
0.94 |
| Premium: |
0.21 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.10 |
| Spread %: |
4.83% |
| Delta: |
0.54 |
| Theta: |
-0.07 |
| Omega: |
3.68 |
| Rho: |
0.29 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.85% |
| 1 Month |
|
|
+35.95% |
| 3 Months |
|
|
+617.24% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
+110.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.73 |
| 1M High / 1M Low: |
2.04 |
1.40 |
| 6M High / 6M Low: |
2.04 |
0.17 |
| High (YTD): |
11/07/2024 |
2.04 |
| Low (YTD): |
23/04/2024 |
0.17 |
| 52W High: |
11/07/2024 |
2.04 |
| 52W Low: |
10/11/2023 |
0.16 |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
170.38% |
| Volatility 6M: |
|
239.86% |
| Volatility 1Y: |
|
199.12% |
| Volatility 3Y: |
|
- |
