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JP Morgan Put 100 TER 17.01.2025/  DE000JL1PUU7  /

EUWAX
2024-05-31  9:00:12 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 100.00 - 2025-01-17 Put
 

Master data

WKN: JL1PUU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.12
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.31
Parity: -2.99
Time value: 0.35
Break-even: 96.50
Moneyness: 0.77
Premium: 0.26
Premium p.a.: 0.44
Spread abs.: 0.10
Spread %: 40.00%
Delta: -0.14
Theta: -0.02
Omega: -5.34
Rho: -0.14
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -57.38%
3 Months
  -74.00%
YTD
  -72.63%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.610 0.190
6M High / 6M Low: 1.620 0.190
High (YTD): 2024-01-31 1.450
Low (YTD): 2024-05-23 0.190
52W High: 2023-11-01 2.160
52W Low: 2024-05-23 0.190
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.944
Avg. volume 6M:   0.000
Avg. price 1Y:   1.209
Avg. volume 1Y:   0.000
Volatility 1M:   181.50%
Volatility 6M:   141.63%
Volatility 1Y:   112.50%
Volatility 3Y:   -