JP Morgan Put 155 TER 20.06.2025
/ DE000JT2MCM9
JP Morgan Put 155 TER 20.06.2025/ DE000JT2MCM9 /
| 10/01/2025 09:48:58 |
Chg.-0.01 |
Bid12:03:53 |
Ask12:03:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.56EUR |
-0.39% |
2.53
Bid Size: 3,000 |
2.60
Ask Size: 3,000 |
Teradyne Inc |
155.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT2MCM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 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: |
-5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.42 |
| Parity: |
1.73 |
| Time value: |
0.89 |
| Break-even: |
124.31 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
5.88% |
| Delta: |
-0.58 |
| Theta: |
-0.04 |
| Omega: |
-2.94 |
| Rho: |
-0.46 |
Quote data
| Open: |
2.56 |
| High: |
2.56 |
| Low: |
2.56 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.21% |
| 1 Month |
|
|
-29.67% |
| 3 Months |
|
|
-17.15% |
| YTD |
|
|
-14.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.35 |
| 1M High / 1M Low: |
3.64 |
2.35 |
| 6M High / 6M Low: |
5.04 |
1.68 |
| High (YTD): |
02/01/2025 |
3.17 |
| Low (YTD): |
07/01/2025 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.99% |
| Volatility 6M: |
|
140.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |