JP Morgan Call 155 TER 19.07.2024
/ DE000JK92VZ5
JP Morgan Call 155 TER 19.07.2024/ DE000JK92VZ5 /
| 16/07/2024 16:26:43 |
Chg.+0.100 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
+25.00% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
155.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK92VZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
21/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.14 |
| Break-even: |
147.73 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
2.15 |
| Spread abs.: |
0.06 |
| Spread %: |
13.21% |
| Delta: |
0.72 |
| Theta: |
-0.43 |
| Omega: |
19.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.500 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.300 |
| 1M High / 1M Low: |
0.660 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
744.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
