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JP Morgan Call 145 TER 21.03.2025/  DE000JF3Z7T7  /

EUWAX
1/24/2025  9:52:23 AM Chg.-0.080 Bid8:37:11 PM Ask8:37:11 PM Underlying Strike price Expiration date Option type
0.450EUR -15.09% 0.380
Bid Size: 50,000		 0.400
Ask Size: 50,000		 Teradyne Inc 145.00 USD 3/21/2025 Call
 

Master data

WKN: JF3Z7T
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Teradyne Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 3/21/2025
Issue date: 1/21/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.37
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.42
Parity: -1.26
Time value: 0.48
Break-even: 144.01
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 1.32
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.34
Theta: -0.08
Omega: 9.03
Rho: 0.06
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -