JP Morgan Put 115 TER 17.01.2025
/ DE000JL56KU2
JP Morgan Put 115 TER 17.01.2025/ DE000JL56KU2 /
| 2024-06-10 8:52:12 AM |
Chg.+0.040 |
Bid10:20:54 AM |
Ask10:20:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+8.89% |
0.490
Bid Size: 3,000 |
0.580
Ask Size: 3,000 |
Teradyne Inc |
115.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JL56KU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-2.40 |
| Time value: |
0.57 |
| Break-even: |
100.99 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.09 |
| Spread %: |
18.75% |
| Delta: |
-0.20 |
| Theta: |
-0.02 |
| Omega: |
-4.57 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-42.35% |
| 3 Months |
|
|
-67.11% |
| YTD |
|
|
-68.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.430 |
| 1M High / 1M Low: |
0.850 |
0.410 |
| 6M High / 6M Low: |
2.270 |
0.410 |
| High (YTD): |
2024-01-31 |
2.270 |
| Low (YTD): |
2024-05-23 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.14% |
| Volatility 6M: |
|
121.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
