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JP Morgan Call 190 TER 17.01.2025/  DE000JL770P3  /

EUWAX
17/09/2024  09:49:12 Chg.-0.020 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -		 -
Ask Size: -		 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: 67.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.37
Parity: -5.57
Time value: 0.17
Break-even: 172.43
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 2.36
Spread abs.: 0.08
Spread %: 90.00%
Delta: 0.12
Theta: -0.03
Omega: 7.95
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.40%
1 Month
  -26.67%
3 Months
  -79.63%
YTD
  -38.89%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.097
1M High / 1M Low: 0.200 0.087
6M High / 6M Low: 0.970 0.046
High (YTD): 17/07/2024 0.970
Low (YTD): 23/04/2024 0.046
52W High: 17/07/2024 0.970
52W Low: 23/04/2024 0.046
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   15.625
Avg. price 1Y:   0.211
Avg. volume 1Y:   21.569
Volatility 1M:   397.99%
Volatility 6M:   367.31%
Volatility 1Y:   347.67%
Volatility 3Y:   -