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JP Morgan Put 115 TER 17.01.2025/  DE000JL56KU2  /

EUWAX
8/15/2024  8:46:17 AM Chg.+0.030 Bid7:25:57 PM Ask7:25:57 PM Underlying Strike price Expiration date Option type
0.720EUR +4.35% 0.560
Bid Size: 50,000		 0.580
Ask Size: 50,000		 Teradyne Inc 115.00 USD 1/17/2025 Put
 

Master data

WKN: JL56KU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 1/17/2025
Issue date: 7/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.58
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.36
Parity: -0.93
Time value: 0.78
Break-even: 96.64
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 6.85%
Delta: -0.31
Theta: -0.03
Omega: -4.54
Rho: -0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.50%
1 Month  
+200.00%
3 Months
  -1.37%
YTD
  -54.14%
1 Year
  -66.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.690
1M High / 1M Low: 1.280 0.240
6M High / 6M Low: 2.190 0.230
High (YTD): 1/31/2024 2.270
Low (YTD): 7/11/2024 0.230
52W High: 11/1/2023 3.250
52W Low: 7/11/2024 0.230
Avg. price 1W:   0.916
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   1.017
Avg. volume 6M:   0.000
Avg. price 1Y:   1.637
Avg. volume 1Y:   0.000
Volatility 1M:   473.67%
Volatility 6M:   238.61%
Volatility 1Y:   176.94%
Volatility 3Y:   -