JP Morgan Call 180 TER 17.01.2025
/ DE000JL7RXX8
JP Morgan Call 180 TER 17.01.2025/ DE000JL7RXX8 /
| 2024-05-31 11:50:08 AM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-6.06% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
180.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL7RXX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-3.60 |
| Time value: |
0.65 |
| Break-even: |
172.47 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.08 |
| Spread %: |
14.52% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
5.85 |
| Rho: |
0.20 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+287.50% |
| 3 Months |
|
|
+646.99% |
| YTD |
|
|
+158.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.740 |
0.160 |
| 6M High / 6M Low: |
0.740 |
0.065 |
| High (YTD): |
2024-05-28 |
0.740 |
| Low (YTD): |
2024-04-23 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.57% |
| Volatility 6M: |
|
275.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
