JP Morgan Put 145 TER 18.10.2024
/ DE000JT0F487
JP Morgan Put 145 TER 18.10.2024/ DE000JT0F487 /
| 15/08/2024 12:17:44 |
Chg.+0.12 |
Bid15:19:54 |
Ask15:19:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+6.74% |
1.68
Bid Size: 3,000 |
1.71
Ask Size: 3,000 |
Teradyne Inc |
145.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT0F48 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
1.79 |
| Time value: |
0.18 |
| Break-even: |
111.98 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.60% |
| Delta: |
-0.76 |
| Theta: |
-0.04 |
| Omega: |
-4.39 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.26% |
| 1 Month |
|
|
+258.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
1.78 |
| 1M High / 1M Low: |
2.89 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
