JP Morgan Put 155 TER 18.10.2024
/ DE000JT364T9
JP Morgan Put 155 TER 18.10.2024/ DE000JT364T9 /
| 15/08/2024 11:15:54 |
Chg.+0.14 |
Bid17:11:07 |
Ask17:11:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+5.45% |
2.40
Bid Size: 50,000 |
2.42
Ask Size: 50,000 |
Teradyne Inc |
155.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT364T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
08/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
2.70 |
| Time value: |
0.08 |
| Break-even: |
112.96 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
2.21% |
| Delta: |
-0.84 |
| Theta: |
-0.03 |
| Omega: |
-3.44 |
| Rho: |
-0.22 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.56% |
| 1 Month |
|
|
+185.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
2.57 |
| 1M High / 1M Low: |
3.69 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
517.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
