JP Morgan Put 150 TER 15.11.2024
/ DE000JT17Y68
JP Morgan Put 150 TER 15.11.2024/ DE000JT17Y68 /
| 7/16/2024 8:38:13 AM |
Chg.-0.060 |
Bid9:31:42 PM |
Ask9:31:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-6.45% |
0.790
Bid Size: 50,000 |
0.810
Ask Size: 50,000 |
Teradyne Inc |
150.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JT17Y6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
6/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.87 |
| Time value: |
0.88 |
| Break-even: |
128.83 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.07 |
| Spread %: |
9.09% |
| Delta: |
-0.33 |
| Theta: |
-0.05 |
| Omega: |
-5.56 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.900 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
