JP Morgan Call 137.5 DRI 16.01.2026
/ DE000JT40UB8
JP Morgan Call 137.5 DRI 16.01.20.../ DE000JT40UB8 /
13/09/2024 11:30:00 |
Chg.+0.01 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
2.93EUR |
+0.34% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
137.50 USD |
16/01/2026 |
Call |
Master data
WKN: |
JT40UB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
137.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
12/07/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
2.05 |
Time value: |
1.30 |
Break-even: |
157.64 |
Moneyness: |
1.17 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.30 |
Spread %: |
9.84% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
3.36 |
Rho: |
1.06 |
Quote data
Open: |
2.93 |
High: |
2.93 |
Low: |
2.93 |
Previous Close: |
2.92 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.09% |
1 Month |
|
|
+53.40% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.96 |
2.71 |
1M High / 1M Low: |
3.02 |
1.91 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |