JP Morgan Put 125 TER 17.01.2025
/ DE000JK98JU8
JP Morgan Put 125 TER 17.01.2025/ DE000JK98JU8 /
| 17/09/2024 12:15:54 |
Chg.+0.080 |
Bid21:35:18 |
Ask21:35:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+8.60% |
0.950
Bid Size: 75,000 |
0.970
Ask Size: 75,000 |
Teradyne Inc |
125.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK98JU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
20/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
-0.27 |
| Time value: |
1.09 |
| Break-even: |
101.42 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-4.17 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.010 |
| High: |
1.010 |
| Low: |
1.010 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.89% |
| 1 Month |
|
|
+14.77% |
| 3 Months |
|
|
+46.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.930 |
| 1M High / 1M Low: |
1.310 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.953 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
