JP Morgan Put 130 TER 17.04.2025
/ DE000JT722R2
JP Morgan Put 130 TER 17.04.2025/ DE000JT722R2 /
| 1/10/2025 8:41:53 AM |
Chg.-0.010 |
Bid7:21:14 PM |
Ask7:21:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-1.16% |
0.950
Bid Size: 75,000 |
0.970
Ask Size: 75,000 |
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: |
-14.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.42 |
| Parity: |
-0.69 |
| Time value: |
0.92 |
| Break-even: |
117.03 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.10 |
| Spread %: |
11.76% |
| Delta: |
-0.36 |
| Theta: |
-0.06 |
| Omega: |
-5.13 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-49.10% |
| 3 Months |
|
|
-41.38% |
| YTD |
|
|
-27.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.750 |
| 1M High / 1M Low: |
1.800 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.260 |
| Low (YTD): |
1/7/2025 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |