JP Morgan Call 210 TER 16.01.2026
/ DE000JT1H1E7
JP Morgan Call 210 TER 16.01.2026/ DE000JT1H1E7 /
18/10/2024 12:27:01 |
Chg.-0.040 |
Bid21:28:33 |
Ask21:28:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-4.94% |
0.710 Bid Size: 50,000 |
0.770 Ask Size: 50,000 |
Teradyne Inc |
210.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JT1H1E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
24/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.39 |
Parity: |
-7.65 |
Time value: |
0.88 |
Break-even: |
202.69 |
Moneyness: |
0.61 |
Premium: |
0.73 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.18 |
Spread %: |
26.67% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
3.80 |
Rho: |
0.31 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.47% |
3 Months |
|
|
-52.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.770 |
1M High / 1M Low: |
0.950 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.853 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |