JP Morgan Call 150 TER 17.01.2025
/ DE000JL1PUB7
JP Morgan Call 150 TER 17.01.2025/ DE000JL1PUB7 /
| 2024-05-31 9:00:11 AM |
Chg.-0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-0.69% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
150.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.31 |
| Parity: |
-2.01 |
| Time value: |
1.49 |
| Break-even: |
164.90 |
| Moneyness: |
0.87 |
| Premium: |
0.27 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.08 |
| Spread %: |
5.67% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
4.04 |
| Rho: |
0.29 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+213.04% |
| 3 Months |
|
|
+336.36% |
| YTD |
|
|
+136.07% |
| 1 Year |
|
|
+63.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.44 |
| 1M High / 1M Low: |
1.62 |
0.46 |
| 6M High / 6M Low: |
1.62 |
0.20 |
| High (YTD): |
2024-05-29 |
1.62 |
| Low (YTD): |
2024-04-23 |
0.20 |
| 52W High: |
2024-05-29 |
1.62 |
| 52W Low: |
2023-11-10 |
0.19 |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
179.65% |
| Volatility 6M: |
|
236.77% |
| Volatility 1Y: |
|
188.62% |
| Volatility 3Y: |
|
- |
