JP Morgan Call 180 TER 15.11.2024
/ DE000JT1AUV9
JP Morgan Call 180 TER 15.11.2024/ DE000JT1AUV9 /
| 15/08/2024 12:18:17 |
Chg.-0.016 |
Bid16:09:10 |
Ask16:09:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
-20.51% |
0.083
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
Teradyne Inc |
180.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT1AUV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.36 |
| Parity: |
-4.97 |
| Time value: |
0.14 |
| Break-even: |
164.83 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
3.36 |
| Spread abs.: |
0.08 |
| Spread %: |
141.94% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
8.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.22% |
| 1 Month |
|
|
-92.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.041 |
| 1M High / 1M Low: |
0.860 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
637.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
