JP Morgan Call 195 TER 15.11.2024
/ DE000JT4CZT2
JP Morgan Call 195 TER 15.11.2024/ DE000JT4CZT2 /
| 7/16/2024 10:28:47 AM |
Chg.+0.050 |
Bid7:29:05 PM |
Ask7:29:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+11.36% |
0.540
Bid Size: 50,000 |
0.560
Ask Size: 50,000 |
Teradyne Inc |
195.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JT4CZT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
7/5/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-3.26 |
| Time value: |
0.54 |
| Break-even: |
184.34 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.08 |
| Spread %: |
18.00% |
| Delta: |
0.27 |
| Theta: |
-0.05 |
| Omega: |
7.28 |
| Rho: |
0.11 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
