JP Morgan Call 145 DRI 20.06.2025
/ DE000JT0GXL3
JP Morgan Call 145 DRI 20.06.2025/ DE000JT0GXL3 /
| 13/09/2024 09:49:01 |
Chg.+0.04 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+2.00% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
145.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JT0GXL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
31/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.38 |
| Time value: |
0.73 |
| Break-even: |
151.95 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
9.39% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
5.34 |
| Rho: |
0.70 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
+90.65% |
| 3 Months |
|
|
+35.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.82 |
| 1M High / 1M Low: |
2.12 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
