JP Morgan Call 162.5 DRI 17.01.2025
/ DE000JL1MMM8
JP Morgan Call 162.5 DRI 17.01.20.../ DE000JL1MMM8 /
8/9/2024 9:55:17 AM |
Chg.- |
Bid8:30:25 AM |
Ask8:30:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
- |
0.270 Bid Size: 2,000 |
0.370 Ask Size: 2,000 |
Darden Restaurants I... |
162.50 - |
1/17/2025 |
Call |
Master data
WKN: |
JL1MMM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
162.50 - |
Maturity: |
1/17/2025 |
Issue date: |
4/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.18 |
Parity: |
-3.14 |
Time value: |
0.37 |
Break-even: |
166.20 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.10 |
Spread %: |
37.04% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
8.20 |
Rho: |
0.12 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-40.74% |
YTD |
|
|
-82.12% |
1 Year |
|
|
-85.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.260 |
1M High / 1M Low: |
0.450 |
0.210 |
6M High / 6M Low: |
2.280 |
0.190 |
High (YTD): |
3/7/2024 |
2.280 |
Low (YTD): |
7/11/2024 |
0.190 |
52W High: |
3/7/2024 |
2.280 |
52W Low: |
7/11/2024 |
0.190 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.950 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.234 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
283.79% |
Volatility 6M: |
|
185.39% |
Volatility 1Y: |
|
142.94% |
Volatility 3Y: |
|
- |