JP Morgan Call 157.5 DRI 17.04.2025
/ DE000JT60XM7
JP Morgan Call 157.5 DRI 17.04.20.../ DE000JT60XM7 /
| 24/01/2025 08:41:10 |
Chg.+0.03 |
Bid20:36:32 |
Ask20:36:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+1.01% |
3.14
Bid Size: 20,000 |
3.18
Ask Size: 20,000 |
Darden Restaurants I... |
157.50 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT60XM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
157.50 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: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
2.75 |
| Time value: |
0.40 |
| Break-even: |
182.71 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
5.00% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
4.79 |
| Rho: |
0.27 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.69% |
| 1 Month |
|
|
-6.27% |
| 3 Months |
|
|
+121.48% |
| YTD |
|
|
-2.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.04 |
2.63 |
| 1M High / 1M Low: |
3.20 |
2.55 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
3.13 |
| Low (YTD): |
13/01/2025 |
2.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |