JP Morgan Put 150 TER 18.10.2024
/ DE000JT21Z38
JP Morgan Put 150 TER 18.10.2024/ DE000JT21Z38 /
| 15/08/2024 08:38:48 |
Chg.+0.16 |
Bid10:51:32 |
Ask10:51:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+7.51% |
2.30
Bid Size: 3,000 |
2.35
Ask Size: 3,000 |
Teradyne Inc |
150.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT21Z3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
2.25 |
| Time value: |
0.11 |
| Break-even: |
112.62 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.16% |
| Delta: |
-0.81 |
| Theta: |
-0.03 |
| Omega: |
-3.90 |
| Rho: |
-0.20 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.97% |
| 1 Month |
|
|
+205.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.13 |
| 1M High / 1M Low: |
3.33 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
