JP Morgan Call 137.5 DRI 16.01.2026
/ DE000JT40UB8
JP Morgan Call 137.5 DRI 16.01.20.../ DE000JT40UB8 /
2024-07-12 8:50:33 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
- |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
137.50 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2024-07-12 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.68 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
0.44 |
Time value: |
1.74 |
Break-even: |
147.89 |
Moneyness: |
1.03 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.28 |
Spread %: |
14.42% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
4.00 |
Rho: |
0.99 |
Quote data
Open: |
1.97 |
High: |
2.10 |
Low: |
1.96 |
Previous Close: |
- |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
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1 Month |
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3 Months |
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YTD |
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1 Year |
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3 Years |
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5 Years |
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10 Years |
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1W High / 1W Low: |
- |
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1M High / 1M Low: |
- |
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6M High / 6M Low: |
- |
- |
High (YTD): |
- |
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Low (YTD): |
- |
- |
52W High: |
- |
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52W Low: |
- |
- |
Avg. price 1W: |
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Avg. volume 1W: |
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Avg. price 1M: |
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Avg. volume 1M: |
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Avg. price 6M: |
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Avg. volume 6M: |
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Avg. price 1Y: |
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Avg. volume 1Y: |
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Volatility 1M: |
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Volatility 6M: |
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Volatility 1Y: |
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Volatility 3Y: |
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