JP Morgan Call 190 TER 17.01.2025
/ DE000JL770P3
JP Morgan Call 190 TER 17.01.2025/ DE000JL770P3 /
| 16/07/2024 09:49:06 |
Chg.+0.100 |
Bid18:10:59 |
Ask18:10:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+12.66% |
0.940
Bid Size: 50,000 |
0.970
Ask Size: 50,000 |
Teradyne Inc |
190.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JL770P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
19/07/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-2.80 |
| Time value: |
1.00 |
| Break-even: |
184.34 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.10 |
| Spread %: |
11.11% |
| Delta: |
0.37 |
| Theta: |
-0.05 |
| Omega: |
5.40 |
| Rho: |
0.22 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.61% |
| 1 Month |
|
|
+50.85% |
| 3 Months |
|
|
+888.89% |
| YTD |
|
|
+394.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.680 |
| 1M High / 1M Low: |
0.900 |
0.540 |
| 6M High / 6M Low: |
0.900 |
0.046 |
| High (YTD): |
20/06/2024 |
0.900 |
| Low (YTD): |
23/04/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
27.559 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.33% |
| Volatility 6M: |
|
383.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
