JP Morgan Put 150 TER 16.01.2026
/ DE000JT29GN5
JP Morgan Put 150 TER 16.01.2026/ DE000JT29GN5 /
| 8/15/2024 10:13:36 AM |
Chg.+0.04 |
Bid6:23:00 PM |
Ask6:23:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.36EUR |
+1.20% |
3.10
Bid Size: 75,000 |
3.15
Ask Size: 75,000 |
Teradyne Inc |
150.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JT29GN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
2.25 |
| Time value: |
1.27 |
| Break-even: |
101.02 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
4.45% |
| Delta: |
-0.48 |
| Theta: |
-0.02 |
| Omega: |
-1.55 |
| Rho: |
-1.28 |
Quote data
| Open: |
3.36 |
| High: |
3.36 |
| Low: |
3.36 |
| Previous Close: |
3.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+57.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.32 |
| 1M High / 1M Low: |
4.08 |
2.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
