JP Morgan Call 147.5 DRI 20.06.2025
/ DE000JK890T2
JP Morgan Call 147.5 DRI 20.06.20.../ DE000JK890T2 /
13/09/2024 09:37:57 |
Chg.+0.04 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
+2.16% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
147.50 USD |
20/06/2025 |
Call |
Master data
WKN: |
JK890T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
147.50 USD |
Maturity: |
20/06/2025 |
Issue date: |
08/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
1.15 |
Time value: |
1.03 |
Break-even: |
154.97 |
Moneyness: |
1.09 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.20 |
Spread %: |
10.10% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
4.77 |
Rho: |
0.63 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
1.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.28% |
1 Month |
|
|
+96.88% |
3 Months |
|
|
+35.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
1.68 |
1M High / 1M Low: |
1.97 |
0.96 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |