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JP Morgan Call 155 TER 17.01.2025/  DE000JL1PUX1  /

EUWAX
15/08/2024  08:56:04 Chg.-0.090 Bid10:02:01 Ask10:02:01 Underlying Strike price Expiration date Option type
0.440EUR -16.98% 0.440
Bid Size: 3,000		 0.500
Ask Size: 3,000		 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: 23.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.36
Parity: -4.13
Time value: 0.49
Break-even: 159.90
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 1.23
Spread abs.: 0.06
Spread %: 13.95%
Delta: 0.25
Theta: -0.04
Omega: 5.74
Rho: 0.10
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.94%
1 Month
  -76.96%
3 Months
  -32.31%
YTD
  -15.38%
1 Year
  -30.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.310
1M High / 1M Low: 2.230 0.310
6M High / 6M Low: 2.230 0.170
High (YTD): 17/07/2024 2.230
Low (YTD): 23/04/2024 0.170
52W High: 17/07/2024 2.230
52W Low: 10/11/2023 0.160
Avg. price 1W:   0.434
Avg. volume 1W:   0.000
Avg. price 1M:   0.947
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.601
Avg. volume 1Y:   0.000
Volatility 1M:   405.12%
Volatility 6M:   275.13%
Volatility 1Y:   227.07%
Volatility 3Y:   -