JP Morgan Call 165 DRI 17.04.2025
/ DE000JT60XW6
JP Morgan Call 165 DRI 17.04.2025/ DE000JT60XW6 /
| 24/01/2025 08:41:10 |
Chg.+0.03 |
Bid20:41:23 |
Ask20:41:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+1.29% |
2.51
Bid Size: 20,000 |
2.54
Ask Size: 20,000 |
Darden Restaurants I... |
165.00 USD |
17/04/2025 |
Call |
Master data
| WKN: |
JT60XW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
2.03 |
| Time value: |
0.43 |
| Break-even: |
183.01 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.10 |
| Spread %: |
4.24% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
5.87 |
| Rho: |
0.27 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.92% |
| 1 Month |
|
|
-8.91% |
| 3 Months |
|
|
+142.27% |
| YTD |
|
|
-4.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.01 |
| 1M High / 1M Low: |
2.57 |
1.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
2.50 |
| Low (YTD): |
13/01/2025 |
1.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |