JP Morgan Call 162.5 DRI 17.04.2025
/ DE000JT60XV8
JP Morgan Call 162.5 DRI 17.04.20.../ DE000JT60XV8 /
16/10/2024 08:42:51 |
Chg.-0.030 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
162.50 USD |
17/04/2025 |
Call |
Master data
WKN: |
JT60XV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
162.50 USD |
Maturity: |
17/04/2025 |
Issue date: |
20/08/2024 |
Last trading day: |
16/04/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.22 |
Time value: |
0.98 |
Break-even: |
159.14 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.09 |
Spread %: |
10.31% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
8.04 |
Rho: |
0.35 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.09% |
1 Month |
|
|
-4.95% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.790 |
1M High / 1M Low: |
1.640 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
389.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |