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JP Morgan Call 200 TER 18.10.2024/  DE000JT4PB36  /

EUWAX
16/07/2024  11:45:16 Chg.+0.030 Bid20:22:16 Ask20:22:16 Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.280
Bid Size: 50,000		 0.300
Ask Size: 50,000		 Teradyne Inc 200.00 USD 18/10/2024 Call
 

Master data

WKN: JT4PB3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 18/10/2024
Issue date: 12/07/2024
Last trading day: 17/10/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.65
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.31
Parity: -3.72
Time value: 0.36
Break-even: 187.11
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.60
Spread abs.: 0.10
Spread %: 38.46%
Delta: 0.21
Theta: -0.05
Omega: 8.45
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -