JP Morgan Put 145 TER 15.11.2024
/ DE000JT0YUW9
JP Morgan Put 145 TER 15.11.2024/ DE000JT0YUW9 /
| 7/16/2024 12:19:52 PM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-4.29% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
145.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT0YUW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
5/24/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-1.33 |
| Time value: |
0.72 |
| Break-even: |
125.89 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.07 |
| Spread %: |
11.43% |
| Delta: |
-0.29 |
| Theta: |
-0.04 |
| Omega: |
-5.84 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
-43.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.700 |
| 1M High / 1M Low: |
1.390 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
