JP Morgan Put 120 TER 17.01.2025
/ DE000JK9REH8
JP Morgan Put 120 TER 17.01.2025/ DE000JK9REH8 /
9/17/2024 8:52:23 AM |
Chg.+0.080 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+10.53% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
120.00 USD |
1/17/2025 |
Put |
Master data
WKN: |
JK9REH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
5/7/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.37 |
Parity: |
-0.72 |
Time value: |
0.89 |
Break-even: |
98.92 |
Moneyness: |
0.94 |
Premium: |
0.14 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.05 |
Spread %: |
5.95% |
Delta: |
-0.34 |
Theta: |
-0.05 |
Omega: |
-4.42 |
Rho: |
-0.16 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.83% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
+55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.760 |
1M High / 1M Low: |
1.090 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.868 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.768 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
327.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |