JP Morgan Put 80 TER 17.01.2025/  DE000JL1PUJ0  /

EUWAX
2024-05-31  9:00:11 AM Chg.-0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.090EUR -3.23% -
Bid Size: -
-
Ask Size: -
Teradyne Inc 80.00 - 2025-01-17 Put
 

Master data

WKN: JL1PUJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -4.99
Time value: 0.24
Break-even: 77.60
Moneyness: 0.62
Premium: 0.40
Premium p.a.: 0.71
Spread abs.: 0.15
Spread %: 179.07%
Delta: -0.08
Theta: -0.02
Omega: -4.32
Rho: -0.08
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -55.00%
3 Months
  -76.92%
YTD
  -78.57%
1 Year
  -89.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.093 0.075
1M High / 1M Low: 0.200 0.059
6M High / 6M Low: 0.760 0.059
High (YTD): 2024-01-31 0.660
Low (YTD): 2024-05-23 0.059
52W High: 2023-11-01 1.080
52W Low: 2024-05-23 0.059
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   0.565
Avg. volume 1Y:   0.000
Volatility 1M:   205.81%
Volatility 6M:   162.50%
Volatility 1Y:   128.21%
Volatility 3Y:   -