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 |
Bid7:02:02 PM |
Ask7:02:02 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: |
|
- |
