JP Morgan Call 105 TER 16.01.2026
/ DE000JK64QL4
JP Morgan Call 105 TER 16.01.2026/ DE000JK64QL4 /
| 6/10/2024 11:12:00 AM |
Chg.-0.18 |
Bid5:58:08 PM |
Ask5:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.89EUR |
-3.55% |
-
Bid Size: - |
-
Ask Size: - |
Teradyne Inc |
105.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK64QL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Teradyne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.32 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
3.33 |
| Time value: |
1.40 |
| Break-even: |
144.73 |
| Moneyness: |
1.34 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.19 |
| Spread %: |
4.08% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
2.28 |
| Rho: |
0.97 |
Quote data
| Open: |
4.89 |
| High: |
4.89 |
| Low: |
4.89 |
| Previous Close: |
5.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
+35.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.11 |
4.84 |
| 1M High / 1M Low: |
5.23 |
3.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
