JP Morgan Call 100 TER 16.01.2026
/ DE000JK8E3A6
JP Morgan Call 100 TER 16.01.2026/ DE000JK8E3A6 /
| 2024-06-07 4:32:27 PM |
Chg.- |
Bid9:22:38 AM |
Ask9:22:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
- |
5.20
Bid Size: 3,000 |
5.40
Ask Size: 3,000 |
Teradyne Inc |
100.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK8E3A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
3.79 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
3.79 |
| Time value: |
1.22 |
| Break-even: |
142.87 |
| Moneyness: |
1.41 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.19 |
| Spread %: |
3.85% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.22 |
| Rho: |
0.98 |
Quote data
| Open: |
5.32 |
| High: |
5.34 |
| Low: |
5.32 |
| Previous Close: |
5.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.14% |
| 1 Month |
|
|
+37.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
5.21 |
| 1M High / 1M Low: |
5.55 |
3.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
