JP Morgan Call 147.5 DRI 17.01.2025
/ DE000JL16KV4
JP Morgan Call 147.5 DRI 17.01.20.../ DE000JL16KV4 /
9/13/2024 9:28:02 AM |
Chg.+0.04 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
+2.70% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
147.50 - |
1/17/2025 |
Call |
Master data
WKN: |
JL16KV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
147.50 - |
Maturity: |
1/17/2025 |
Issue date: |
4/26/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.18 |
Parity: |
-0.28 |
Time value: |
1.71 |
Break-even: |
164.60 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.09 |
Spread %: |
5.56% |
Delta: |
0.55 |
Theta: |
-0.08 |
Omega: |
4.66 |
Rho: |
0.21 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.83% |
1 Month |
|
|
+149.18% |
3 Months |
|
|
+43.40% |
YTD |
|
|
-41.54% |
1 Year |
|
|
-30.28% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.52 |
1.31 |
1M High / 1M Low: |
1.59 |
0.61 |
6M High / 6M Low: |
3.11 |
0.49 |
High (YTD): |
3/7/2024 |
3.31 |
Low (YTD): |
7/11/2024 |
0.49 |
52W High: |
3/7/2024 |
3.31 |
52W Low: |
7/11/2024 |
0.49 |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.34 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.81 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
215.26% |
Volatility 6M: |
|
174.21% |
Volatility 1Y: |
|
132.56% |
Volatility 3Y: |
|
- |