JP Morgan Call 177.5 DRI 17.04.2025
/ DE000JT6W661
JP Morgan Call 177.5 DRI 17.04.20.../ DE000JT6W661 /
10/16/2024 11:59:32 AM |
Chg.+0.080 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+22.86% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
177.50 USD |
4/17/2025 |
Call |
Master data
WKN: |
JT6W66 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
177.50 USD |
Maturity: |
4/17/2025 |
Issue date: |
8/23/2024 |
Last trading day: |
4/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-1.60 |
Time value: |
0.58 |
Break-even: |
168.90 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.15 |
Spread %: |
34.88% |
Delta: |
0.35 |
Theta: |
-0.03 |
Omega: |
8.92 |
Rho: |
0.23 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.50% |
1 Month |
|
|
-14.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.340 |
1M High / 1M Low: |
0.890 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.365 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.552 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |