JP Morgan Call 160 DRI 16.01.2026
/ DE000JK7K325
JP Morgan Call 160 DRI 16.01.2026/ DE000JK7K325 /
10/17/2024 11:13:32 AM |
Chg.+0.19 |
Bid11:17:13 AM |
Ask11:17:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.05EUR |
+10.22% |
2.05 Bid Size: 1,000 |
2.35 Ask Size: 1,000 |
Darden Restaurants I... |
160.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
JK7K32 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/10/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
0.27 |
Time value: |
1.89 |
Break-even: |
168.99 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.28 |
Spread %: |
14.63% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
4.41 |
Rho: |
0.92 |
Quote data
Open: |
2.05 |
High: |
2.05 |
Low: |
2.05 |
Previous Close: |
1.86 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.17% |
1 Month |
|
|
+10.81% |
3 Months |
|
|
+57.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.86 |
1.66 |
1M High / 1M Low: |
2.53 |
1.63 |
6M High / 6M Low: |
2.53 |
1.00 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.72 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.62 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.11% |
Volatility 6M: |
|
126.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |