JP Morgan Call 125 TER 17.04.2025
/ DE000JT87QZ6
JP Morgan Call 125 TER 17.04.2025/ DE000JT87QZ6 /
| 1/24/2025 9:59:37 AM |
Chg.-0.18 |
Bid8:21:13 PM |
Ask8:21:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-11.25% |
1.31
Bid Size: 75,000 |
1.33
Ask Size: 75,000 |
Teradyne Inc |
125.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JT87QZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
9/11/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
0.66 |
| Time value: |
0.84 |
| Break-even: |
135.01 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
2.74% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
5.46 |
| Rho: |
0.15 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.65% |
| 1 Month |
|
|
+3.65% |
| 3 Months |
|
|
-23.66% |
| YTD |
|
|
+1.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.54 |
| 1M High / 1M Low: |
2.18 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
2.18 |
| Low (YTD): |
1/2/2025 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |