JP Morgan Put 115 TER 17.01.2025
/ DE000JL56KU2
JP Morgan Put 115 TER 17.01.2025/ DE000JL56KU2 /
31/05/2024 08:49:51 |
Chg.-0.010 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-1.85% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
115.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
05/07/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
-2.39 |
Time value: |
0.60 |
Break-even: |
100.01 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.09 |
Spread %: |
17.65% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-4.38 |
Rho: |
-0.20 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.16% |
1 Month |
|
|
-55.08% |
3 Months |
|
|
-69.36% |
YTD |
|
|
-66.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.450 |
1M High / 1M Low: |
1.180 |
0.410 |
6M High / 6M Low: |
2.550 |
0.410 |
High (YTD): |
31/01/2024 |
2.270 |
Low (YTD): |
23/05/2024 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.486 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.605 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.36% |
Volatility 6M: |
|
118.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |