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JP Morgan Call 160 TER 17.01.2025/  DE000JL0YXT7  /

EUWAX
15/08/2024  08:54:33 Chg.-0.070 Bid12:35:11 Ask12:35:11 Underlying Strike price Expiration date Option type
0.360EUR -16.28% 0.350
Bid Size: 3,000		 0.390
Ask Size: 3,000		 Teradyne Inc 160.00 - 17/01/2025 Call
 

Master data

WKN: JL0YXT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.08
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.36
Parity: -4.63
Time value: 0.42
Break-even: 164.20
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 1.37
Spread abs.: 0.07
Spread %: 20.00%
Delta: 0.22
Theta: -0.04
Omega: 5.93
Rho: 0.09
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month
  -78.70%
3 Months
  -34.55%
YTD
  -20.00%
1 Year
  -35.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.260
1M High / 1M Low: 2.000 0.260
6M High / 6M Low: 2.000 0.140
High (YTD): 17/07/2024 2.000
Low (YTD): 23/04/2024 0.140
52W High: 17/07/2024 2.000
52W Low: 23/04/2024 0.140
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.821
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   419.39%
Volatility 6M:   283.88%
Volatility 1Y:   236.18%
Volatility 3Y:   -