JP Morgan Call 170 TER 20.06.2025
/ DE000JT2PU27
JP Morgan Call 170 TER 20.06.2025/ DE000JT2PU27 /
| 18/10/2024 09:57:59 |
Chg.+0.010 |
Bid18:27:49 |
Ask18:27:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+1.54% |
0.590
Bid Size: 50,000 |
0.620
Ask Size: 50,000 |
Teradyne Inc |
170.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT2PU2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.39 |
| Parity: |
-3.95 |
| Time value: |
0.73 |
| Break-even: |
164.28 |
| Moneyness: |
0.75 |
| Premium: |
0.40 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.09 |
| Spread %: |
14.06% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
4.92 |
| Rho: |
0.19 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-63.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.640 |
| 1M High / 1M Low: |
0.870 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
