JP Morgan Put 80 TER 17.01.2025
/ DE000JL1PUJ0
JP Morgan Put 80 TER 17.01.2025/ DE000JL1PUJ0 /
| 8/13/2024 8:55:22 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
80.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1PUJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/12/2023 |
| Last trading day: |
8/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-51.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
-3.37 |
| Time value: |
0.22 |
| Break-even: |
77.80 |
| Moneyness: |
0.70 |
| Premium: |
0.32 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.08 |
| Spread %: |
57.14% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-5.37 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.13% |
| 1 Month |
|
|
+278.38% |
| 3 Months |
|
|
+27.27% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
-81.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.140 |
| 1M High / 1M Low: |
0.270 |
0.037 |
| 6M High / 6M Low: |
0.520 |
0.033 |
| High (YTD): |
1/31/2024 |
0.660 |
| Low (YTD): |
7/11/2024 |
0.033 |
| 52W High: |
11/1/2023 |
1.080 |
| 52W Low: |
7/11/2024 |
0.033 |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.448 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
709.57% |
| Volatility 6M: |
|
342.16% |
| Volatility 1Y: |
|
250.92% |
| Volatility 3Y: |
|
- |
