JP Morgan Put 95 TER 17.01.2025
/ DE000JL03WV7
JP Morgan Put 95 TER 17.01.2025/ DE000JL03WV7 /
2024-05-31 8:47:07 AM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
- Bid Size: - |
- Ask Size: - |
Teradyne Inc |
95.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL03WV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Teradyne Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-12 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
-3.49 |
Time value: |
0.29 |
Break-even: |
92.10 |
Moneyness: |
0.73 |
Premium: |
0.29 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.10 |
Spread %: |
52.63% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-5.30 |
Rho: |
-0.12 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-57.45% |
3 Months |
|
|
-75.31% |
YTD |
|
|
-74.68% |
1 Year |
|
|
-85.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.170 |
1M High / 1M Low: |
0.470 |
0.140 |
6M High / 6M Low: |
1.370 |
0.140 |
High (YTD): |
2024-01-31 |
1.180 |
Low (YTD): |
2024-05-23 |
0.140 |
52W High: |
2023-11-01 |
1.870 |
52W Low: |
2024-05-23 |
0.140 |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.260 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.770 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.016 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
183.11% |
Volatility 6M: |
|
141.81% |
Volatility 1Y: |
|
113.11% |
Volatility 3Y: |
|
- |