JP Morgan Call 220 TER 20.06.2025
/ DE000JT2PUD3
JP Morgan Call 220 TER 20.06.2025/ DE000JT2PUD3 /
| 2024-07-16 9:56:15 AM |
Chg.+0.080 |
Bid5:07:23 PM |
Ask5:07:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+10.00% |
0.920
Bid Size: 50,000 |
0.970
Ask Size: 50,000 |
Teradyne Inc |
220.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JT2PUD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-21 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
-5.55 |
| Time value: |
1.08 |
| Break-even: |
212.67 |
| Moneyness: |
0.72 |
| Premium: |
0.45 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.20 |
| Spread %: |
22.73% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
4.40 |
| Rho: |
0.34 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.730 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| 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: |
|
- |
