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JP Morgan Call 210 TER 15.11.2024/  DE000JT40T66  /

EUWAX
7/16/2024  11:44:15 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 210.00 USD 11/15/2024 Call
 

Master data

WKN: JT40T6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 11/15/2024
Issue date: 7/12/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.59
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.31
Parity: -4.63
Time value: 0.40
Break-even: 196.69
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.42
Spread abs.: 0.10
Spread %: 33.33%
Delta: 0.20
Theta: -0.05
Omega: 7.42
Rho: 0.09
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -