JP Morgan Put 150 TER 20.06.2025
/ DE000JT2MCK3
JP Morgan Put 150 TER 20.06.2025/ DE000JT2MCK3 /
| 10/01/2025 09:48:58 |
Chg.-0.02 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-0.89% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
150.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT2MCK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
1.25 |
| Time value: |
1.05 |
| Break-even: |
122.66 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
6.76% |
| Delta: |
-0.54 |
| Theta: |
-0.04 |
| Omega: |
-3.10 |
| Rho: |
-0.42 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.49% |
| 1 Month |
|
|
-31.38% |
| 3 Months |
|
|
-18.91% |
| YTD |
|
|
-15.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.05 |
| 1M High / 1M Low: |
3.19 |
2.05 |
| 6M High / 6M Low: |
4.58 |
1.47 |
| High (YTD): |
02/01/2025 |
2.80 |
| Low (YTD): |
07/01/2025 |
2.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.77% |
| Volatility 6M: |
|
146.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |