JP Morgan Put 105 TER 20.06.2025
/ DE000JT188G9
JP Morgan Put 105 TER 20.06.2025/ DE000JT188G9 /
10/18/2024 10:36:41 AM |
Chg.+0.010 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+1.35% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
105.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
JT188G |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.39 |
Parity: |
-2.05 |
Time value: |
0.85 |
Break-even: |
88.46 |
Moneyness: |
0.83 |
Premium: |
0.25 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.08 |
Spread %: |
10.39% |
Delta: |
-0.24 |
Theta: |
-0.03 |
Omega: |
-3.26 |
Rho: |
-0.24 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.750 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.74% |
1 Month |
|
|
+1.35% |
3 Months |
|
|
+92.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.650 |
1M High / 1M Low: |
0.770 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.706 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.709 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |