JP Morgan Call 100 TER 16.01.2026
/ DE000JK8E3A6
JP Morgan Call 100 TER 16.01.2026/ DE000JK8E3A6 /
| 20/06/2024 12:58:40 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.27EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
100.00 - |
16/01/2026 |
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 - |
| Maturity: |
16/01/2026 |
| Issue date: |
22/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.32 |
| Parity: |
3.56 |
| Time value: |
2.74 |
| Break-even: |
163.00 |
| Moneyness: |
1.36 |
| Premium: |
0.20 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.44% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
1.73 |
| Rho: |
0.72 |
Quote data
| Open: |
6.27 |
| High: |
6.27 |
| Low: |
6.27 |
| Previous Close: |
6.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.96% |
| 1 Month |
|
|
+20.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.27 |
5.60 |
| 1M High / 1M Low: |
6.27 |
5.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
