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JP Morgan Put 90 TER 17.01.2025/  DE000JL03WW5  /

EUWAX
16/07/2024  16:23:16 Chg.+0.003 Bid21:17:59 Ask21:17:59 Underlying Strike price Expiration date Option type
0.065EUR +4.84% 0.060
Bid Size: 25,000		 0.110
Ask Size: 25,000		 Teradyne Inc 90.00 - 17/01/2025 Put
 

Master data

WKN: JL03WW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.31
Parity: -5.63
Time value: 0.26
Break-even: 87.40
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 0.95
Spread abs.: 0.20
Spread %: 306.25%
Delta: -0.08
Theta: -0.02
Omega: -4.42
Rho: -0.07
 

Quote data

Open: 0.061
High: 0.065
Low: 0.061
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.00%
3 Months
  -90.30%
YTD
  -90.00%
1 Year
  -91.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.058
1M High / 1M Low: 0.120 0.058
6M High / 6M Low: 0.980 0.058
High (YTD): 31/01/2024 0.980
Low (YTD): 11/07/2024 0.058
52W High: 01/11/2023 1.580
52W Low: 11/07/2024 0.058
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.739
Avg. volume 1Y:   0.000
Volatility 1M:   226.40%
Volatility 6M:   166.54%
Volatility 1Y:   132.38%
Volatility 3Y:   -