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JP Morgan Call 165 TER 17.01.2025/  DE000JL1PUE1  /

EUWAX
9/17/2024  9:04:20 AM Chg.-0.050 Bid9:19:17 PM Ask9:19:17 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.330
Bid Size: 50,000		 0.350
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: 31.08
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.37
Parity: -5.00
Time value: 0.37
Break-even: 168.70
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 2.15
Spread abs.: 0.06
Spread %: 19.35%
Delta: 0.20
Theta: -0.05
Omega: 6.13
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -20.00%
3 Months
  -70.37%
YTD
  -17.95%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.280
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: 1.790 0.110
High (YTD): 7/17/2024 1.790
Low (YTD): 4/23/2024 0.110
52W High: 7/17/2024 1.790
52W Low: 4/23/2024 0.110
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.397
Avg. volume 1M:   0.000
Avg. price 6M:   0.644
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   330.19%
Volatility 6M:   312.31%
Volatility 1Y:   262.12%
Volatility 3Y:   -