JP Morgan Put 75 TER 17.01.2025
/ DE000JL1PUQ5
JP Morgan Put 75 TER 17.01.2025/ DE000JL1PUQ5 /
| 08/08/2024 08:53:35 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
75.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JL1PUQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
12/04/2023 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.36 |
| Parity: |
-3.87 |
| Time value: |
0.27 |
| Break-even: |
72.30 |
| Moneyness: |
0.66 |
| Premium: |
0.36 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.09 |
| Spread %: |
50.00% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-4.32 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+466.67% |
| 3 Months |
|
|
+123.68% |
| YTD |
|
|
-48.48% |
| 1 Year |
|
|
-72.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.170 |
| 1M High / 1M Low: |
0.200 |
0.030 |
| 6M High / 6M Low: |
0.400 |
0.025 |
| High (YTD): |
31/01/2024 |
0.520 |
| Low (YTD): |
11/07/2024 |
0.025 |
| 52W High: |
27/10/2023 |
0.880 |
| 52W Low: |
11/07/2024 |
0.025 |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.358 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
739.20% |
| Volatility 6M: |
|
345.31% |
| Volatility 1Y: |
|
252.68% |
| Volatility 3Y: |
|
- |
