JP Morgan Call 160 TER 17.01.2025
/ DE000JL0YXT7
JP Morgan Call 160 TER 17.01.2025/ DE000JL0YXT7 /
| 16/07/2024 08:55:15 |
Chg.+0.17 |
Bid21:44:51 |
Ask21:44:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
+10.06% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.31 |
| Parity: |
-1.37 |
| Time value: |
1.95 |
| Break-even: |
179.50 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.10 |
| Spread %: |
5.41% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
3.84 |
| Rho: |
0.28 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.69 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.72% |
| 1 Month |
|
|
+38.81% |
| 3 Months |
|
|
+644.00% |
| YTD |
|
|
+313.33% |
| 1 Year |
|
|
+106.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.53 |
| 1M High / 1M Low: |
1.81 |
1.23 |
| 6M High / 6M Low: |
1.81 |
0.14 |
| High (YTD): |
11/07/2024 |
1.81 |
| Low (YTD): |
23/04/2024 |
0.14 |
| 52W High: |
11/07/2024 |
1.81 |
| 52W Low: |
23/04/2024 |
0.14 |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.52 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
178.72% |
| Volatility 6M: |
|
248.68% |
| Volatility 1Y: |
|
207.29% |
| Volatility 3Y: |
|
- |
