JP Morgan Put 150 TER 20.06.2025
/ DE000JT2MCK3
JP Morgan Put 150 TER 20.06.2025/ DE000JT2MCK3 /
| 18/10/2024 09:57:55 |
Chg.0.00 |
Bid21:32:04 |
Ask21:32:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
0.00% |
2.89
Bid Size: 75,000 |
2.92
Ask Size: 75,000 |
Teradyne Inc |
150.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT2MCK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
2.10 |
| Time value: |
0.62 |
| Break-even: |
111.27 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
2.79% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-2.61 |
| Rho: |
-0.66 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.27% |
| 1 Month |
|
|
+5.58% |
| 3 Months |
|
|
+60.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.53 |
| 1M High / 1M Low: |
2.84 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
