JP Morgan Call 152.5 DRI 18.10.2024
/ DE000JK7N782
JP Morgan Call 152.5 DRI 18.10.20.../ DE000JK7N782 /
| 13/09/2024 12:16:59 |
Chg.+0.040 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+5.06% |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
152.50 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK7N78 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.50 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.70 |
| Time value: |
0.29 |
| Break-even: |
147.58 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
6.45% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
10.60 |
| Rho: |
0.09 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.22% |
| 1 Month |
|
|
+336.84% |
| 3 Months |
|
|
+53.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.630 |
| 1M High / 1M Low: |
0.860 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
