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JP Morgan Put 85 TER 17.01.2025/  DE000JL1PUR3  /

EUWAX
2024-05-31  9:00:12 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Teradyne Inc 85.00 - 2025-01-17 Put
 

Master data

WKN: JL1PUR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -49.97
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.31
Parity: -4.49
Time value: 0.26
Break-even: 82.40
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 0.64
Spread abs.: 0.15
Spread %: 136.36%
Delta: -0.09
Theta: -0.02
Omega: -4.58
Rho: -0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -55.56%
3 Months
  -76.47%
YTD
  -76.92%
1 Year
  -88.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.098
1M High / 1M Low: 0.270 0.079
6M High / 6M Low: 0.940 0.079
High (YTD): 2024-01-31 0.820
Low (YTD): 2024-05-23 0.079
52W High: 2023-11-01 1.310
52W Low: 2024-05-23 0.079
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   0.695
Avg. volume 1Y:   0.000
Volatility 1M:   185.14%
Volatility 6M:   151.87%
Volatility 1Y:   121.10%
Volatility 3Y:   -