JP Morgan Call 137.5 DRI 17.01.2025
/ DE000JB3G9V1
JP Morgan Call 137.5 DRI 17.01.20.../ DE000JB3G9V1 /
| 12/07/2024 08:53:11 |
Chg.+0.16 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+16.84% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
137.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JB3G9V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
137.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
10/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.44 |
| Time value: |
0.88 |
| Break-even: |
139.27 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
8.20% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
6.39 |
| Rho: |
0.37 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
0.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.98% |
| 1 Month |
|
|
-30.63% |
| 3 Months |
|
|
-53.94% |
| YTD |
|
|
-65.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
0.95 |
| 1M High / 1M Low: |
2.09 |
0.95 |
| 6M High / 6M Low: |
3.98 |
0.95 |
| High (YTD): |
07/03/2024 |
3.98 |
| Low (YTD): |
11/07/2024 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.44% |
| Volatility 6M: |
|
97.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
