OverviewChartNewsTraderScreen

JP Morgan Put 85 TER 17.01.2025/  DE000JL1PUR3  /

EUWAX
8/15/2024  8:56:04 AM Chg.0.000 Bid9:38:16 AM Ask9:38:16 AM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 3,000		 0.230
Ask Size: 3,000		 Teradyne Inc 85.00 - 1/17/2025 Put
 

Master data

WKN: JL1PUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.25
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.36
Parity: -3.06
Time value: 0.23
Break-even: 82.70
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 0.80
Spread abs.: 0.08
Spread %: 53.33%
Delta: -0.12
Theta: -0.02
Omega: -5.78
Rho: -0.07
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+219.15%
3 Months  
+7.14%
YTD
  -71.15%
1 Year
  -82.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.150
1M High / 1M Low: 0.350 0.047
6M High / 6M Low: 0.670 0.043
High (YTD): 1/31/2024 0.820
Low (YTD): 7/11/2024 0.043
52W High: 11/1/2023 1.310
52W Low: 7/11/2024 0.043
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.556
Avg. volume 1Y:   0.000
Volatility 1M:   656.98%
Volatility 6M:   322.94%
Volatility 1Y:   237.48%
Volatility 3Y:   -