JP Morgan Call 135 TER 20.06.2025
/ DE000JT6HRQ9
JP Morgan Call 135 TER 20.06.2025/ DE000JT6HRQ9 /
| 1/10/2025 9:33:50 AM |
Chg.0.00 |
Bid7:29:36 PM |
Ask7:29:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
0.00% |
1.70
Bid Size: 75,000 |
1.72
Ask Size: 75,000 |
Teradyne Inc |
135.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JT6HRQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.42 |
| Parity: |
0.21 |
| Time value: |
1.69 |
| Break-even: |
150.05 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.15 |
| Spread %: |
8.33% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
4.21 |
| Rho: |
0.27 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.35% |
| 1 Month |
|
|
+86.46% |
| 3 Months |
|
|
+4.07% |
| YTD |
|
|
+38.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
1.24 |
| 1M High / 1M Low: |
1.98 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.98 |
| Low (YTD): |
1/2/2025 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |