JP Morgan Call 137.5 DRI 17.01.2025
/ DE000JB3G9V1
JP Morgan Call 137.5 DRI 17.01.20.../ DE000JB3G9V1 /
10/16/2024 9:06:26 AM |
Chg.+0.24 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.34EUR |
+11.43% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
137.50 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
10/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
2.08 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
2.08 |
Time value: |
0.18 |
Break-even: |
148.95 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.09 |
Spread %: |
4.24% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
5.95 |
Rho: |
0.29 |
Quote data
Open: |
2.34 |
High: |
2.34 |
Low: |
2.34 |
Previous Close: |
2.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.83% |
1 Month |
|
|
+1.30% |
3 Months |
|
|
+80.00% |
YTD |
|
|
-27.33% |
1 Year |
|
|
+20.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.17 |
2.01 |
1M High / 1M Low: |
3.31 |
1.98 |
6M High / 6M Low: |
3.31 |
0.95 |
High (YTD): |
3/7/2024 |
3.98 |
Low (YTD): |
7/11/2024 |
0.95 |
52W High: |
3/7/2024 |
3.98 |
52W Low: |
7/11/2024 |
0.95 |
Avg. price 1W: |
|
2.10 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.43 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
252.54% |
Volatility 6M: |
|
161.74% |
Volatility 1Y: |
|
123.92% |
Volatility 3Y: |
|
- |