JP Morgan Call 150 TER 17.01.2025
/ DE000JL1PUB7
JP Morgan Call 150 TER 17.01.2025/ DE000JL1PUB7 /
| 6/10/2024 9:01:09 AM |
Chg.-0.15 |
Bid9:40:34 PM |
Ask9:40:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-9.93% |
1.50
Bid Size: 50,000 |
1.52
Ask Size: 50,000 |
Teradyne Inc |
150.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL1PUB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/12/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.31 |
| Parity: |
-1.93 |
| Time value: |
1.45 |
| Break-even: |
164.50 |
| Moneyness: |
0.87 |
| Premium: |
0.26 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.08 |
| Spread %: |
5.84% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
4.16 |
| Rho: |
0.28 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
+112.50% |
| 3 Months |
|
|
+202.22% |
| YTD |
|
|
+122.95% |
| 1 Year |
|
|
+56.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.34 |
| 1M High / 1M Low: |
1.63 |
0.64 |
| 6M High / 6M Low: |
1.63 |
0.20 |
| High (YTD): |
6/6/2024 |
1.63 |
| Low (YTD): |
4/23/2024 |
0.20 |
| 52W High: |
6/6/2024 |
1.63 |
| 52W Low: |
11/10/2023 |
0.19 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
182.13% |
| Volatility 6M: |
|
237.02% |
| Volatility 1Y: |
|
188.50% |
| Volatility 3Y: |
|
- |
