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JP Morgan Call 120 TER 17.01.2025/  DE000JL1PUF8  /

EUWAX
2024-05-31  9:00:11 AM Chg.-0.02 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.93EUR -0.68% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 120.00 - 2025-01-17 Call
 

Master data

WKN: JL1PUF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.36
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.99
Implied volatility: 0.59
Historic volatility: 0.31
Parity: 0.99
Time value: 1.99
Break-even: 149.80
Moneyness: 1.08
Premium: 0.15
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 2.76%
Delta: 0.68
Theta: -0.05
Omega: 2.94
Rho: 0.36
 

Quote data

Open: 2.93
High: 2.93
Low: 2.93
Previous Close: 2.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.86%
1 Month  
+128.91%
3 Months  
+211.70%
YTD  
+107.80%
1 Year  
+76.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.21 2.93
1M High / 1M Low: 3.21 1.28
6M High / 6M Low: 3.21 0.64
High (YTD): 2024-05-29 3.21
Low (YTD): 2024-04-23 0.64
52W High: 2024-05-29 3.21
52W Low: 2023-11-01 0.50
Avg. price 1W:   3.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   22.73
Avg. price 6M:   1.25
Avg. volume 6M:   4.03
Avg. price 1Y:   1.31
Avg. volume 1Y:   1.96
Volatility 1M:   110.26%
Volatility 6M:   177.41%
Volatility 1Y:   144.87%
Volatility 3Y:   -