JP Morgan Put 115 TER 16.01.2026
/ DE000JK7JYY2
JP Morgan Put 115 TER 16.01.2026/ DE000JK7JYY2 /
2024-08-15 8:27:30 AM |
Chg.+0.02 |
Bid8:33:19 AM |
Ask8:33:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+1.28% |
1.58 Bid Size: 3,000 |
1.73 Ask Size: 3,000 |
Teradyne Inc |
115.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK7JYY |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.36 |
Parity: |
-1.10 |
Time value: |
1.57 |
Break-even: |
88.85 |
Moneyness: |
0.90 |
Premium: |
0.23 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.14 |
Spread %: |
9.49% |
Delta: |
-0.29 |
Theta: |
-0.02 |
Omega: |
-2.14 |
Rho: |
-0.70 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.55% |
1 Month |
|
|
+73.63% |
3 Months |
|
|
+9.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.04 |
1.56 |
1M High / 1M Low: |
2.29 |
0.87 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |