JP Morgan Call 90 TER 17.01.2025
/ DE000JL2HN56
JP Morgan Call 90 TER 17.01.2025/ DE000JL2HN56 /
2024-05-31 11:17:03 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.11EUR |
-1.16% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
90.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL2HN5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-05-02 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.26 |
Intrinsic value: |
3.99 |
Implied volatility: |
0.77 |
Historic volatility: |
0.31 |
Parity: |
3.99 |
Time value: |
1.21 |
Break-even: |
142.00 |
Moneyness: |
1.44 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.10 |
Spread %: |
1.96% |
Delta: |
0.83 |
Theta: |
-0.05 |
Omega: |
2.07 |
Rho: |
0.35 |
Quote data
Open: |
5.11 |
High: |
5.11 |
Low: |
5.11 |
Previous Close: |
5.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.39% |
1 Month |
|
|
+71.48% |
3 Months |
|
|
+154.23% |
YTD |
|
|
+75.00% |
1 Year |
|
|
+72.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.43 |
5.11 |
1M High / 1M Low: |
5.43 |
2.98 |
6M High / 6M Low: |
5.43 |
1.67 |
High (YTD): |
2024-05-29 |
5.43 |
Low (YTD): |
2024-04-22 |
1.74 |
52W High: |
2024-05-29 |
5.43 |
52W Low: |
2023-11-01 |
1.31 |
Avg. price 1W: |
|
5.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.34 |
Avg. volume 1M: |
|
4.55 |
Avg. price 6M: |
|
2.72 |
Avg. volume 6M: |
|
.81 |
Avg. price 1Y: |
|
2.66 |
Avg. volume 1Y: |
|
.79 |
Volatility 1M: |
|
89.05% |
Volatility 6M: |
|
122.91% |
Volatility 1Y: |
|
103.06% |
Volatility 3Y: |
|
- |