JP Morgan Call 170 DRI 17.01.2025
/ DE000JT60RL1
JP Morgan Call 170 DRI 17.01.2025/ DE000JT60RL1 /
9/13/2024 10:26:29 AM |
Chg.0.000 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
170.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JT60RL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
8/15/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-0.88 |
Time value: |
0.59 |
Break-even: |
159.38 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.09 |
Spread %: |
18.00% |
Delta: |
0.41 |
Theta: |
-0.04 |
Omega: |
9.98 |
Rho: |
0.18 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+207.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.350 |
1M High / 1M Low: |
0.500 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.367 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |