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JP Morgan Put 80 TER 17.01.2025/  DE000JL1PUJ0  /

EUWAX
7/16/2024  8:56:54 AM Chg.+0.001 Bid8:35:39 PM Ask8:35:39 PM Underlying Strike price Expiration date Option type
0.038EUR +2.70% 0.036
Bid Size: 25,000		 0.096
Ask Size: 25,000		 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: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.31
Parity: -6.63
Time value: 0.24
Break-even: 77.60
Moneyness: 0.55
Premium: 0.47
Premium p.a.: 1.14
Spread abs.: 0.20
Spread %: 515.38%
Delta: -0.06
Theta: -0.02
Omega: -3.87
Rho: -0.06
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -33.33%
3 Months
  -90.50%
YTD
  -90.95%
1 Year
  -93.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.033
1M High / 1M Low: 0.069 0.033
6M High / 6M Low: 0.660 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:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.273
Avg. volume 6M:   0.000
Avg. price 1Y:   0.488
Avg. volume 1Y:   0.000
Volatility 1M:   231.29%
Volatility 6M:   184.76%
Volatility 1Y:   145.49%
Volatility 3Y:   -