JP Morgan Call 190 TER 17.01.2025
/ DE000JL770P3
JP Morgan Call 190 TER 17.01.2025/ DE000JL770P3 /
| 2024-05-31 9:51:56 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
190.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL770P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
-4.52 |
| Time value: |
0.52 |
| Break-even: |
180.30 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.09 |
| Spread %: |
21.74% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
6.12 |
| Rho: |
0.17 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+336.36% |
| 3 Months |
|
|
+531.58% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.480 |
| 1M High / 1M Low: |
0.700 |
0.110 |
| 6M High / 6M Low: |
0.700 |
0.046 |
| High (YTD): |
2024-05-27 |
0.700 |
| Low (YTD): |
2024-04-23 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
90.909 |
| Avg. price 6M: |
|
0.144 |
| Avg. volume 6M: |
|
28.226 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.23% |
| Volatility 6M: |
|
378.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
