JP Morgan Call 100 TER 16.01.2026
/ DE000JK8E3A6
JP Morgan Call 100 TER 16.01.2026/ DE000JK8E3A6 /
| 2024-05-24 12:41:48 PM |
Chg.- |
Bid11:16:14 AM |
Ask11:16:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.19EUR |
- |
5.49
Bid Size: 2,000 |
5.79
Ask Size: 2,000 |
Teradyne Inc |
100.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK8E3A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
4.06 |
| Time value: |
1.63 |
| Break-even: |
149.10 |
| Moneyness: |
1.44 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.20 |
| Spread %: |
3.64% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
1.95 |
| Rho: |
0.89 |
Quote data
| Open: |
5.19 |
| High: |
5.19 |
| Low: |
5.19 |
| Previous Close: |
5.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.73% |
| 1 Month |
|
|
+73.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.52 |
4.73 |
| 1M High / 1M Low: |
5.52 |
3.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
