JP Morgan Put 115 TER 18.07.2025
/ DE000JV8RJC7
JP Morgan Put 115 TER 18.07.2025/ DE000JV8RJC7 /
| 1/10/2025 9:51:05 AM |
Chg.-0.010 |
Bid12:30:10 PM |
Ask12:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-1.33% |
0.730
Bid Size: 3,000 |
0.780
Ask Size: 3,000 |
Teradyne Inc |
115.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
JV8RJC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
7/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.42 |
| Parity: |
-2.15 |
| Time value: |
0.86 |
| Break-even: |
103.04 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.15 |
| Spread %: |
20.27% |
| Delta: |
-0.24 |
| Theta: |
-0.04 |
| Omega: |
-3.73 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.71% |
| 1 Month |
|
|
-40.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
-18.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.680 |
| 1M High / 1M Low: |
1.320 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.970 |
| Low (YTD): |
1/7/2025 |
0.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.002 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |