JP Morgan Call 135 DRI 17.01.2025
/ DE000JB3G9U3
JP Morgan Call 135 DRI 17.01.2025/ DE000JB3G9U3 /
| 7/12/2024 8:53:11 AM |
Chg.+0.18 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+16.82% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
135.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB3G9U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/10/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
0.80 |
| Break-even: |
138.48 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.10 |
| Spread %: |
7.30% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
6.03 |
| Rho: |
0.38 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.30% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-51.55% |
| YTD |
|
|
-63.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.07 |
| 1M High / 1M Low: |
2.27 |
1.07 |
| 6M High / 6M Low: |
4.17 |
1.07 |
| High (YTD): |
3/7/2024 |
4.17 |
| Low (YTD): |
7/11/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.34% |
| Volatility 6M: |
|
92.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
