JP Morgan Put 110 TER 17.01.2025
/ DE000JT2FQA8
JP Morgan Put 110 TER 17.01.2025/ DE000JT2FQA8 /
| 8/15/2024 8:40:54 AM |
Chg.+0.020 |
Bid5:04:34 PM |
Ask5:04:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+3.64% |
0.480
Bid Size: 50,000 |
0.500
Ask Size: 50,000 |
Teradyne Inc |
110.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JT2FQA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
6/25/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
-1.38 |
| Time value: |
0.63 |
| Break-even: |
93.59 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.05 |
| Spread %: |
8.62% |
| Delta: |
-0.26 |
| Theta: |
-0.03 |
| Omega: |
-4.73 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.00% |
| 1 Month |
|
|
+216.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.550 |
| 1M High / 1M Low: |
1.080 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
539.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
