JP Morgan Put 140 TER 15.11.2024
/ DE000JT1HGY7
JP Morgan Put 140 TER 15.11.2024/ DE000JT1HGY7 /
| 10/18/2024 11:38:02 AM |
Chg.+0.06 |
Bid7:43:31 PM |
Ask7:43:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+4.41% |
1.55
Bid Size: 50,000 |
1.57
Ask Size: 50,000 |
Teradyne Inc |
140.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT1HGY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/23/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.39 |
| Parity: |
1.18 |
| Time value: |
0.33 |
| Break-even: |
114.18 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
2.72% |
| Delta: |
-0.69 |
| Theta: |
-0.11 |
| Omega: |
-5.33 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
-1.39% |
| 3 Months |
|
|
+94.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.14 |
| 1M High / 1M Low: |
1.46 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
