JP Morgan Call 165 TER 18.07.2025
/ DE000JF0TRQ3
JP Morgan Call 165 TER 18.07.2025/ DE000JF0TRQ3 /
| 2024-12-23 9:18:54 AM |
Chg.+0.020 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.670
Bid Size: 3,000 |
0.750
Ask Size: 3,000 |
Teradyne Inc |
165.00 USD |
2025-07-18 |
Call |
Master data
| WKN: |
JF0TRQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2025-07-18 |
| Issue date: |
2024-12-17 |
| Last trading day: |
2025-07-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.42 |
| Parity: |
-3.37 |
| Time value: |
0.72 |
| Break-even: |
165.83 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.08 |
| Spread %: |
11.94% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
5.42 |
| Rho: |
0.18 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.59% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.620 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
