JP Morgan Put 60 TER 17.01.2025/  DE000JL1PUC5  /

EUWAX
2024-05-31  9:00:11 AM Chg.+0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.033EUR +3.13% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 60.00 - 2025-01-17 Put
 

Master data

WKN: JL1PUC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -56.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.31
Parity: -6.99
Time value: 0.23
Break-even: 57.70
Moneyness: 0.46
Premium: 0.56
Premium p.a.: 1.02
Spread abs.: 0.20
Spread %: 618.75%
Delta: -0.05
Theta: -0.02
Omega: -3.02
Rho: -0.06
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month
  -40.00%
3 Months
  -72.50%
YTD
  -78.00%
1 Year
  -91.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.026
1M High / 1M Low: 0.055 0.020
6M High / 6M Low: 0.280 0.020
High (YTD): 2024-01-31 0.230
Low (YTD): 2024-05-23 0.020
52W High: 2023-10-27 0.430
52W Low: 2024-05-23 0.020
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.218
Avg. volume 1Y:   0.000
Volatility 1M:   274.05%
Volatility 6M:   189.42%
Volatility 1Y:   148.41%
Volatility 3Y:   -