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JP Morgan Put 85 TER 17.01.2025/  DE000JL1PUR3  /

EUWAX
10/18/2024  9:05:30 AM Chg.-0.004 Bid7:20:40 PM Ask7:20:40 PM Underlying Strike price Expiration date Option type
0.073EUR -5.19% 0.078
Bid Size: 50,000		 0.098
Ask Size: 50,000		 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: -78.31
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.39
Parity: -3.25
Time value: 0.15
Break-even: 83.50
Moneyness: 0.72
Premium: 0.29
Premium p.a.: 1.77
Spread abs.: 0.07
Spread %: 97.37%
Delta: -0.09
Theta: -0.03
Omega: -7.00
Rho: -0.03
 

Quote data

Open: 0.073
High: 0.073
Low: 0.073
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.10%
1 Month
  -33.64%
3 Months  
+5.80%
YTD
  -85.96%
1 Year
  -92.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.059
1M High / 1M Low: 0.110 0.059
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:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   260.46%
Volatility 6M:   370.47%
Volatility 1Y:   275.31%
Volatility 3Y:   -