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JP Morgan Call 165 TER 17.01.2025/  DE000JL1PUE1  /

EUWAX
7/16/2024  8:56:52 AM Chg.+0.16 Bid6:12:51 PM Ask6:12:51 PM Underlying Strike price Expiration date Option type
1.66EUR +10.67% 1.72
Bid Size: 50,000		 1.75
Ask Size: 50,000		 Teradyne Inc 165.00 - 1/17/2025 Call
 

Master data

WKN: JL1PUE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.31
Parity: -1.87
Time value: 1.75
Break-even: 182.50
Moneyness: 0.89
Premium: 0.25
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 6.06%
Delta: 0.48
Theta: -0.07
Omega: 4.01
Rho: 0.27
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.42%
1 Month  
+40.68%
3 Months  
+690.48%
YTD  
+325.64%
1 Year  
+107.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.34
1M High / 1M Low: 1.61 1.07
6M High / 6M Low: 1.61 0.11
High (YTD): 7/11/2024 1.61
Low (YTD): 4/23/2024 0.11
52W High: 7/11/2024 1.61
52W Low: 4/23/2024 0.11
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   0.54
Avg. volume 6M:   0.00
Avg. price 1Y:   0.45
Avg. volume 1Y:   0.00
Volatility 1M:   191.19%
Volatility 6M:   262.98%
Volatility 1Y:   215.47%
Volatility 3Y:   -