JP Morgan Call 160 TER 20.06.2025
/ DE000JT2PU19
JP Morgan Call 160 TER 20.06.2025/ DE000JT2PU19 /
2024-08-14 9:53:40 AM |
Chg.+0.120 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+15.38% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
160.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JT2PU1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-06-21 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.36 |
Parity: |
-2.99 |
Time value: |
0.98 |
Break-even: |
155.31 |
Moneyness: |
0.79 |
Premium: |
0.34 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.10 |
Spread %: |
11.36% |
Delta: |
0.38 |
Theta: |
-0.03 |
Omega: |
4.47 |
Rho: |
0.29 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+55.17% |
1 Month |
|
|
-61.70% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.580 |
1M High / 1M Low: |
2.600 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
332.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |