JP Morgan Call 150 DRI 17.01.2025
/ DE000JL0P8E0
JP Morgan Call 150 DRI 17.01.2025/ DE000JL0P8E0 /
16/10/2024 10:43:15 |
Chg.+0.20 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
1.39EUR |
+16.81% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
150.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL0P8E |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
17/01/2025 |
Issue date: |
11/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.19 |
Parity: |
-0.29 |
Time value: |
1.49 |
Break-even: |
164.90 |
Moneyness: |
0.98 |
Premium: |
0.12 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.08 |
Spread %: |
5.67% |
Delta: |
0.54 |
Theta: |
-0.09 |
Omega: |
5.30 |
Rho: |
0.16 |
Quote data
Open: |
1.39 |
High: |
1.39 |
Low: |
1.39 |
Previous Close: |
1.19 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.45% |
1 Month |
|
|
-7.95% |
3 Months |
|
|
+110.61% |
YTD |
|
|
-43.27% |
1 Year |
|
|
+2.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
1.12 |
1M High / 1M Low: |
2.28 |
1.12 |
6M High / 6M Low: |
2.28 |
0.48 |
High (YTD): |
07/03/2024 |
3.09 |
Low (YTD): |
11/07/2024 |
0.48 |
52W High: |
07/03/2024 |
3.09 |
52W Low: |
11/07/2024 |
0.48 |
Avg. price 1W: |
|
1.18 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.68 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
351.03% |
Volatility 6M: |
|
217.54% |
Volatility 1Y: |
|
164.50% |
Volatility 3Y: |
|
- |