JP Morgan Put 75 TER 16.08.2024
/ DE000JK761F4
JP Morgan Put 75 TER 16.08.2024/ DE000JK761F4 /
20/06/2024 08:50:04 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
- |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
75.00 - |
16/08/2024 |
Put |
Master data
WKN: |
JK761F |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 - |
Maturity: |
16/08/2024 |
Issue date: |
23/04/2024 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.69 |
Historic volatility: |
0.31 |
Parity: |
-7.13 |
Time value: |
0.20 |
Break-even: |
73.00 |
Moneyness: |
0.51 |
Premium: |
0.50 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.20 |
Spread %: |
19,900.00% |
Delta: |
-0.05 |
Theta: |
-0.13 |
Omega: |
-3.93 |
Rho: |
-0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.003 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
608.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |