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JP Morgan Call 190 TER 17.01.2025/  DE000JL770P3  /

EUWAX
10/18/2024  9:50:52 AM Chg.-0.002 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.052EUR -3.70% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 190.00 USD 1/17/2025 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: 1/17/2025
Issue date: 7/19/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.91
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -5.80
Time value: 0.14
Break-even: 176.85
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 4.16
Spread abs.: 0.09
Spread %: 174.51%
Delta: 0.10
Theta: -0.03
Omega: 8.47
Rho: 0.03
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.39%
1 Month
  -52.73%
3 Months
  -92.57%
YTD
  -71.11%
1 Year
  -65.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.054
1M High / 1M Low: 0.140 0.054
6M High / 6M Low: 0.970 0.046
High (YTD): 7/17/2024 0.970
Low (YTD): 4/23/2024 0.046
52W High: 7/17/2024 0.970
52W Low: 4/23/2024 0.046
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   15.504
Avg. price 1Y:   0.203
Avg. volume 1Y:   21.569
Volatility 1M:   293.89%
Volatility 6M:   366.52%
Volatility 1Y:   355.47%
Volatility 3Y:   -