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JP Morgan Call 190 TER 17.01.2025/  DE000JL770P3  /

EUWAX
15/08/2024  09:47:55 Chg.-0.030 Bid10:40:10 Ask10:40:10 Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.100
Bid Size: 2,000		 0.200
Ask Size: 2,000		 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: 56.87
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.36
Parity: -5.88
Time value: 0.20
Break-even: 174.55
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 1.74
Spread abs.: 0.10
Spread %: 100.00%
Delta: 0.13
Theta: -0.03
Omega: 7.31
Rho: 0.05
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.99%
1 Month
  -87.34%
3 Months
  -54.55%
YTD
  -44.44%
1 Year
  -64.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.073
1M High / 1M Low: 0.970 0.073
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:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   27.559
Avg. price 1Y:   0.223
Avg. volume 1Y:   21.484
Volatility 1M:   540.04%
Volatility 6M:   429.32%
Volatility 1Y:   329.30%
Volatility 3Y:   -