JP Morgan Call 140 DRI 17.01.2025
/ DE000JB2TEE7
JP Morgan Call 140 DRI 17.01.2025/ DE000JB2TEE7 /
| 9/13/2024 10:14:02 AM |
Chg.+0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+2.02% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
140.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JB2TEE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/27/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
1.83 |
| Time value: |
0.41 |
| Break-even: |
148.80 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
4.67% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.31 |
| Rho: |
0.33 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.54% |
| 1 Month |
|
|
+112.63% |
| 3 Months |
|
|
+40.28% |
| YTD |
|
|
-33.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.79 |
| 1M High / 1M Low: |
2.11 |
0.95 |
| 6M High / 6M Low: |
3.64 |
0.85 |
| High (YTD): |
3/7/2024 |
3.80 |
| Low (YTD): |
7/11/2024 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.04% |
| Volatility 6M: |
|
141.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
