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JP Morgan Put 105 TER 17.01.2025/  DE000JL1PUM4  /

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
0.330EUR -2.94% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 105.00 - 2025-01-17 Put
 

Master data

WKN: JL1PUM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -30.93
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -2.49
Time value: 0.42
Break-even: 100.80
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.38
Spread abs.: 0.10
Spread %: 31.25%
Delta: -0.17
Theta: -0.02
Omega: -5.37
Rho: -0.17
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -57.14%
3 Months
  -72.95%
YTD
  -70.80%
1 Year
  -81.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: 0.770 0.240
6M High / 6M Low: 1.910 0.240
High (YTD): 2024-01-31 1.710
Low (YTD): 2024-05-23 0.240
52W High: 2023-11-01 2.490
52W Low: 2024-05-23 0.240
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   1.139
Avg. volume 6M:   0.000
Avg. price 1Y:   1.424
Avg. volume 1Y:   0.000
Volatility 1M:   170.81%
Volatility 6M:   134.68%
Volatility 1Y:   106.95%
Volatility 3Y:   -