JP Morgan Call 142.5 DRI 17.01.2025
/ DE000JB21NC9
JP Morgan Call 142.5 DRI 17.01.20.../ DE000JB21NC9 /
13/09/2024 09:12:48 |
Chg.+0.04 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.85EUR |
+2.21% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
142.50 USD |
17/01/2025 |
Call |
Master data
WKN: |
JB21NC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.50 USD |
Maturity: |
17/01/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
1.60 |
Time value: |
0.26 |
Break-even: |
147.25 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.09 |
Spread %: |
5.10% |
Delta: |
0.88 |
Theta: |
-0.02 |
Omega: |
6.83 |
Rho: |
0.37 |
Quote data
Open: |
1.85 |
High: |
1.85 |
Low: |
1.85 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.11% |
1 Month |
|
|
+122.89% |
3 Months |
|
|
+40.15% |
YTD |
|
|
-36.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.85 |
1.63 |
1M High / 1M Low: |
1.94 |
0.83 |
6M High / 6M Low: |
3.47 |
0.72 |
High (YTD): |
07/03/2024 |
3.60 |
Low (YTD): |
11/07/2024 |
0.72 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.96% |
Volatility 6M: |
|
153.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |