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JP Morgan Call 175 TER 17.01.2025/  DE000JL1PUS1  /

EUWAX
16/07/2024  08:56:54 Chg.+0.14 Bid18:10:59 Ask18:10:59 Underlying Strike price Expiration date Option type
1.31EUR +11.97% 1.36
Bid Size: 50,000		 1.39
Ask Size: 50,000		 Teradyne Inc 175.00 - 17/01/2025 Call
 

Master data

WKN: JL1PUS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 175.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.45
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -2.87
Time value: 1.40
Break-even: 189.00
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.66
Spread abs.: 0.10
Spread %: 7.69%
Delta: 0.42
Theta: -0.07
Omega: 4.34
Rho: 0.24
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.43%
1 Month  
+45.56%
3 Months  
+773.33%
YTD  
+351.72%
1 Year  
+101.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.03
1M High / 1M Low: 1.28 0.82
6M High / 6M Low: 1.28 0.08
High (YTD): 20/06/2024 1.28
Low (YTD): 23/04/2024 0.08
52W High: 20/06/2024 1.28
52W Low: 23/04/2024 0.08
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.40
Avg. volume 6M:   6.30
Avg. price 1Y:   0.35
Avg. volume 1Y:   3.14
Volatility 1M:   251.54%
Volatility 6M:   281.44%
Volatility 1Y:   229.59%
Volatility 3Y:   -