JP Morgan Call 140 DRI 17.01.2025
/ DE000JB2TEE7
JP Morgan Call 140 DRI 17.01.2025/ DE000JB2TEE7 /
| 7/12/2024 11:28:55 AM |
Chg.+0.120 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+14.12% |
-
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: |
11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.21 |
| Time value: |
0.97 |
| Break-even: |
140.16 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
9.26% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
6.75 |
| Rho: |
0.35 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.970 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.14% |
| 1 Month |
|
|
-32.17% |
| 3 Months |
|
|
-56.89% |
| YTD |
|
|
-68.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.850 |
| 1M High / 1M Low: |
1.900 |
0.850 |
| 6M High / 6M Low: |
3.800 |
0.850 |
| High (YTD): |
3/7/2024 |
3.800 |
| Low (YTD): |
7/11/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.45% |
| Volatility 6M: |
|
99.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
