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JP Morgan Put 90 TER 17.01.2025/  DE000JL03WW5  /

EUWAX
8/15/2024  8:44:02 AM Chg.+0.010 Bid12:35:11 PM Ask12:35:11 PM Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.200
Bid Size: 3,000		 0.250
Ask Size: 3,000		 Teradyne Inc 90.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.13
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.36
Parity: -2.37
Time value: 0.27
Break-even: 87.30
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.64
Spread abs.: 0.07
Spread %: 35.00%
Delta: -0.15
Theta: -0.02
Omega: -6.21
Rho: -0.08
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+222.58%
3 Months     0.00%
YTD
  -69.23%
1 Year
  -80.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.190
1M High / 1M Low: 0.450 0.062
6M High / 6M Low: 0.850 0.058
High (YTD): 1/31/2024 0.980
Low (YTD): 7/11/2024 0.058
52W High: 11/1/2023 1.580
52W Low: 7/11/2024 0.058
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   0.684
Avg. volume 1Y:   0.000
Volatility 1M:   636.51%
Volatility 6M:   310.15%
Volatility 1Y:   228.19%
Volatility 3Y:   -