JP Morgan Put 100 TER 16.01.2026
/ DE000JK7JYU0
JP Morgan Put 100 TER 16.01.2026/ DE000JK7JYU0 /
10/18/2024 8:29:51 AM |
Chg.+0.01 |
Bid8:51:15 PM |
Ask8:51:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+0.91% |
1.14 Bid Size: 75,000 |
1.19 Ask Size: 75,000 |
Teradyne Inc |
100.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK7JYU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/3/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
-2.51 |
Time value: |
1.27 |
Break-even: |
79.64 |
Moneyness: |
0.79 |
Premium: |
0.32 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.15 |
Spread %: |
13.39% |
Delta: |
-0.22 |
Theta: |
-0.02 |
Omega: |
-2.05 |
Rho: |
-0.48 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.91% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+70.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
1.03 |
1M High / 1M Low: |
1.14 |
0.99 |
6M High / 6M Low: |
1.89 |
0.55 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.07 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
70.34% |
Volatility 6M: |
|
142.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |