JP Morgan Call 115 TER 20.06.2025
/ DE000JV3JJV5
JP Morgan Call 115 TER 20.06.2025/ DE000JV3JJV5 /
| 1/10/2025 10:57:52 AM |
Chg.+0.03 |
Bid7:28:13 PM |
Ask7:28:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+1.03% |
2.83
Bid Size: 50,000 |
2.85
Ask Size: 50,000 |
Teradyne Inc |
115.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JV3JJV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
2.15 |
| Time value: |
0.85 |
| Break-even: |
141.70 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
5.10% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
3.41 |
| Rho: |
0.32 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.11% |
| 1 Month |
|
|
+69.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
+29.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.25 |
| 1M High / 1M Low: |
3.27 |
1.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
3.27 |
| Low (YTD): |
1/2/2025 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |