JP Morgan Put 150 TER 16.01.2026
/ DE000JT29GN5
JP Morgan Put 150 TER 16.01.2026/ DE000JT29GN5 /
14/08/2024 10:15:22 |
Chg.- |
Bid09:21:22 |
Ask09:21:22 |
Underlying |
Strike price |
Expiration date |
Option type |
3.32EUR |
- |
3.35 Bid Size: 3,000 |
3.50 Ask Size: 3,000 |
Teradyne Inc |
150.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
24/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.08 |
Implied volatility: |
0.47 |
Historic volatility: |
0.36 |
Parity: |
2.08 |
Time value: |
1.40 |
Break-even: |
101.61 |
Moneyness: |
1.18 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.15 |
Spread %: |
4.50% |
Delta: |
-0.47 |
Theta: |
-0.02 |
Omega: |
-1.55 |
Rho: |
-1.27 |
Quote data
Open: |
3.32 |
High: |
3.32 |
Low: |
3.32 |
Previous Close: |
3.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.63% |
1 Month |
|
|
+55.14% |
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: |
|
- |