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JP Morgan Call 135 DRI 17.01.2025/  DE000JB3G9U3  /

EUWAX
10/16/2024  9:06:26 AM Chg.+0.24 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.55EUR +10.39% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 135.00 USD 1/17/2025 Call
 

Master data

WKN: JB3G9U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 1/17/2025
Issue date: 10/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.31
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 2.31
Time value: 0.36
Break-even: 150.74
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 3.89%
Delta: 0.84
Theta: -0.05
Omega: 4.65
Rho: 0.25
 

Quote data

Open: 2.55
High: 2.55
Low: 2.55
Previous Close: 2.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.51%
1 Month  
+2.41%
3 Months  
+65.58%
YTD
  -24.78%
1 Year  
+15.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.35 2.21
1M High / 1M Low: 3.52 2.17
6M High / 6M Low: 3.52 1.07
High (YTD): 3/7/2024 4.17
Low (YTD): 7/11/2024 1.07
52W High: 3/7/2024 4.17
52W Low: 7/11/2024 1.07
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   2.04
Avg. volume 6M:   0.00
Avg. price 1Y:   2.60
Avg. volume 1Y:   0.00
Volatility 1M:   241.31%
Volatility 6M:   151.85%
Volatility 1Y:   116.60%
Volatility 3Y:   -