JP Morgan Call 142.5 DRI 17.04.2025
/ DE000JT8NK09
JP Morgan Call 142.5 DRI 17.04.20.../ DE000JT8NK09 /
| 1/3/2025 8:49:28 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
142.50 - |
4/17/2025 |
Call |
Master data
| WKN: |
JT8NK0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.50 - |
| Maturity: |
4/17/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
1/3/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.59 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.26 |
| Parity: |
3.59 |
| Time value: |
0.83 |
| Break-even: |
186.70 |
| Moneyness: |
1.25 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.12% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
3.26 |
| Rho: |
0.23 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.00% |
| 3 Months |
|
|
+89.70% |
| YTD |
|
|
+0.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.53 |
4.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
4.42 |
| Low (YTD): |
1/2/2025 |
4.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |