JP Morgan Put 115 TER 20.06.2025
/ DE000JT2MCC0
JP Morgan Put 115 TER 20.06.2025/ DE000JT2MCC0 /
| 10/18/2024 9:57:54 AM |
Chg.0.00 |
Bid6:02:29 PM |
Ask6:02:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
0.00% |
1.11
Bid Size: 75,000 |
1.14
Ask Size: 75,000 |
Teradyne Inc |
115.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JT2MCC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
6/21/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
-1.13 |
| Time value: |
1.18 |
| Break-even: |
94.39 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.08 |
| Spread %: |
7.27% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-3.05 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.85% |
| 1 Month |
|
|
+4.85% |
| 3 Months |
|
|
+83.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.93 |
| 1M High / 1M Low: |
1.08 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
