JP Morgan Put 115 TER 18.10.2024
/ DE000JK9HUL7
JP Morgan Put 115 TER 18.10.2024/ DE000JK9HUL7 /
| 8/15/2024 8:42:00 AM |
Chg.+0.020 |
Bid12:35:11 PM |
Ask12:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.370
Bid Size: 3,000 |
0.400
Ask Size: 3,000 |
Teradyne Inc |
115.00 USD |
10/18/2024 |
Put |
Master data
| WKN: |
JK9HUL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
-0.93 |
| Time value: |
0.37 |
| Break-even: |
100.71 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
-0.27 |
| Theta: |
-0.05 |
| Omega: |
-8.33 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.65% |
| 1 Month |
|
|
+393.15% |
| 3 Months |
|
|
-26.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.340 |
| 1M High / 1M Low: |
0.880 |
0.059 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
901.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
