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JP Morgan Call 145 TER 17.01.2025/  DE000JL1PUT9  /

EUWAX
1/9/2025  8:56:23 AM Chg.-0.080 Bid4:34:13 PM Ask4:34:13 PM Underlying Strike price Expiration date Option type
0.090EUR -47.06% 0.093
Bid Size: 2,000		 0.190
Ask Size: 2,000		 Teradyne Inc 145.00 - 1/17/2025 Call
 

Master data

WKN: JL1PUT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 83.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.42
Parity: -1.20
Time value: 0.16
Break-even: 146.60
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 84.44
Spread abs.: 0.05
Spread %: 45.45%
Delta: 0.22
Theta: -0.25
Omega: 17.94
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+500.00%
1 Month  
+109.30%
3 Months
  -86.15%
YTD  
+157.14%
1 Year
  -83.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.015
1M High / 1M Low: 0.200 0.015
6M High / 6M Low: 2.760 0.008
High (YTD): 1/7/2025 0.200
Low (YTD): 1/2/2025 0.015
52W High: 7/17/2024 2.760
52W Low: 11/21/2024 0.008
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.623
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   1,627.71%
Volatility 6M:   769.34%
Volatility 1Y:   565.91%
Volatility 3Y:   -