JP Morgan Put 130 TER 17.04.2025
/ DE000JT722R2
JP Morgan Put 130 TER 17.04.2025/ DE000JT722R2 /
| 1/24/2025 8:42:39 AM |
Chg.+0.110 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+13.92% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
130.00 USD |
4/17/2025 |
Put |
Master data
| WKN: |
JT722R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.01 |
| Time value: |
0.96 |
| Break-even: |
114.15 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
4.08% |
| Delta: |
-0.45 |
| Theta: |
-0.06 |
| Omega: |
-5.71 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.29% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-58.72% |
| YTD |
|
|
-23.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
1.260 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.260 |
| Low (YTD): |
1/17/2025 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |