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JP Morgan Call 160 TER 17.01.2025/  DE000JL0YXT7  /

EUWAX
2024-06-10  8:58:48 AM Chg.-0.13 Bid12:36:27 PM Ask12:36:27 PM Underlying Strike price Expiration date Option type
1.03EUR -11.21% 1.04
Bid Size: 3,000		 1.10
Ask Size: 3,000		 Teradyne Inc 160.00 - 2025-01-17 Call
 

Master data

WKN: JL0YXT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.67
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.31
Parity: -2.93
Time value: 1.12
Break-even: 171.20
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.56
Spread abs.: 0.08
Spread %: 7.69%
Delta: 0.39
Theta: -0.05
Omega: 4.55
Rho: 0.24
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.50%
1 Month  
+128.89%
3 Months  
+221.88%
YTD  
+128.89%
1 Year  
+49.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.02
1M High / 1M Low: 1.26 0.45
6M High / 6M Low: 1.26 0.14
High (YTD): 2024-06-06 1.26
Low (YTD): 2024-04-23 0.14
52W High: 2024-06-06 1.26
52W Low: 2024-04-23 0.14
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   0.40
Avg. volume 6M:   0.00
Avg. price 1Y:   0.46
Avg. volume 1Y:   0.00
Volatility 1M:   196.28%
Volatility 6M:   256.13%
Volatility 1Y:   203.98%
Volatility 3Y:   -