JP Morgan Put 155 TER 20.06.2025
/ DE000JT2MCM9
JP Morgan Put 155 TER 20.06.2025/ DE000JT2MCM9 /
14/08/2024 09:53:35 |
Chg.- |
Bid09:05:03 |
Ask09:05:03 |
Underlying |
Strike price |
Expiration date |
Option type |
3.08EUR |
- |
3.18 Bid Size: 3,000 |
3.28 Ask Size: 3,000 |
Teradyne Inc |
155.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
JT2MCM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 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: |
-3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.92 |
Intrinsic value: |
2.54 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
2.54 |
Time value: |
0.39 |
Break-even: |
111.68 |
Moneyness: |
1.22 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.09 |
Spread %: |
3.21% |
Delta: |
-0.63 |
Theta: |
-0.01 |
Omega: |
-2.50 |
Rho: |
-0.87 |
Quote data
Open: |
3.08 |
High: |
3.08 |
Low: |
3.08 |
Previous Close: |
3.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.32% |
1 Month |
|
|
+74.01% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.07 |
3.08 |
1M High / 1M Low: |
4.07 |
1.68 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.90 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |