JP Morgan Call 135 TER 17.01.2025
/ DE000JL1PUK8
JP Morgan Call 135 TER 17.01.2025/ DE000JL1PUK8 /
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 |
2.09EUR |
-0.95% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
135.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL1PUK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-12 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.31 |
Parity: |
-0.51 |
Time value: |
2.14 |
Break-even: |
156.40 |
Moneyness: |
0.96 |
Premium: |
0.20 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.08 |
Spread %: |
3.88% |
Delta: |
0.57 |
Theta: |
-0.05 |
Omega: |
3.47 |
Rho: |
0.33 |
Quote data
Open: |
2.09 |
High: |
2.09 |
Low: |
2.09 |
Previous Close: |
2.11 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.50% |
1 Month |
|
|
+167.95% |
3 Months |
|
|
+266.67% |
YTD |
|
|
+122.34% |
1 Year |
|
|
+72.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
2.09 |
1M High / 1M Low: |
2.32 |
0.78 |
6M High / 6M Low: |
2.32 |
0.36 |
High (YTD): |
2024-05-29 |
2.32 |
Low (YTD): |
2024-04-23 |
0.36 |
52W High: |
2024-05-29 |
2.32 |
52W Low: |
2023-11-01 |
0.30 |
Avg. price 1W: |
|
2.21 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.80 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.89 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
147.94% |
Volatility 6M: |
|
208.64% |
Volatility 1Y: |
|
168.42% |
Volatility 3Y: |
|
- |