JP Morgan Put 100 TER 16.01.2026
/ DE000JK7JYU0
JP Morgan Put 100 TER 16.01.2026/ DE000JK7JYU0 /
| 16/07/2024 08:30:51 |
Chg.-0.020 |
Bid21:46:45 |
Ask21:46:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
0.540
Bid Size: 50,000 |
0.630
Ask Size: 50,000 |
Teradyne Inc |
100.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
03/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.31 |
| Parity: |
-5.46 |
| Time value: |
0.86 |
| Break-even: |
83.16 |
| Moneyness: |
0.63 |
| Premium: |
0.43 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.30 |
| Spread %: |
53.57% |
| Delta: |
-0.13 |
| Theta: |
-0.02 |
| Omega: |
-2.22 |
| Rho: |
-0.42 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-18.84% |
| 3 Months |
|
|
-66.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.570 |
| 1M High / 1M Low: |
0.760 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.674 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
