JP Morgan Put 125 TER 21.02.2025
/ DE000JF0PNH9
JP Morgan Put 125 TER 21.02.2025/ DE000JF0PNH9 /
| 24/01/2025 09:15:42 |
Chg.+0.070 |
Bid21:14:07 |
Ask21:14:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+20.59% |
0.470
Bid Size: 75,000 |
0.490
Ask Size: 75,000 |
Teradyne Inc |
125.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JF0PNH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.42 |
| Parity: |
-0.66 |
| Time value: |
0.43 |
| Break-even: |
115.69 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
-0.33 |
| Theta: |
-0.12 |
| Omega: |
-9.56 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.38% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-35.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.710 |
| Low (YTD): |
20/01/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |