JP Morgan Put 120 TER 18.07.2025
/ DE000JF0TRM2
JP Morgan Put 120 TER 18.07.2025/ DE000JF0TRM2 /
| 1/24/2025 9:32:35 AM |
Chg.+0.070 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+8.24% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
120.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
JF0TRM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
12/17/2024 |
| Last trading day: |
7/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.42 |
| Parity: |
-0.95 |
| Time value: |
1.00 |
| Break-even: |
104.34 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
6.06% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-4.03 |
| Rho: |
-0.24 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.20% |
| 1 Month |
|
|
-25.20% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.810 |
| 1M High / 1M Low: |
1.180 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.180 |
| Low (YTD): |
1/20/2025 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |