JP Morgan Call 95 TER 17.01.2025
/ DE000JL17G01
JP Morgan Call 95 TER 17.01.2025/ DE000JL17G01 /
| 2024-05-30 10:54:41 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
95.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL17G0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-21 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.31 |
| Parity: |
3.49 |
| Time value: |
1.36 |
| Break-even: |
143.50 |
| Moneyness: |
1.37 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
1.68% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
2.16 |
| Rho: |
0.35 |
Quote data
| Open: |
4.77 |
| High: |
4.77 |
| Low: |
4.77 |
| Previous Close: |
5.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
+80.68% |
| 3 Months |
|
|
+134.98% |
| YTD |
|
|
+83.46% |
| 1 Year |
|
|
+75.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.02 |
4.77 |
| 1M High / 1M Low: |
5.02 |
2.64 |
| 6M High / 6M Low: |
5.02 |
1.45 |
| High (YTD): |
2024-05-29 |
5.02 |
| Low (YTD): |
2024-04-22 |
1.49 |
| 52W High: |
2024-05-29 |
5.02 |
| 52W Low: |
2023-11-01 |
1.12 |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.80% |
| Volatility 6M: |
|
127.02% |
| Volatility 1Y: |
|
107.71% |
| Volatility 3Y: |
|
- |
