JP Morgan Call 170 DRI 16.01.2026
/ DE000JK6FN64
JP Morgan Call 170 DRI 16.01.2026/ DE000JK6FN64 /
12/08/2024 08:57:03 |
Chg.-0.060 |
Bid15:56:47 |
Ask15:56:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-6.52% |
0.850 Bid Size: 30,000 |
0.950 Ask Size: 30,000 |
Darden Restaurants I... |
170.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK6FN6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
04/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-2.46 |
Time value: |
1.07 |
Break-even: |
166.50 |
Moneyness: |
0.84 |
Premium: |
0.27 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.27 |
Spread %: |
34.48% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
5.09 |
Rho: |
0.63 |
Quote data
Open: |
0.860 |
High: |
0.860 |
Low: |
0.860 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.15% |
1 Month |
|
|
+8.86% |
3 Months |
|
|
-29.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.840 |
1M High / 1M Low: |
1.120 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.914 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |