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JP Morgan Call 137.5 DRI 17.01.20.../  DE000JB3G9V1  /

EUWAX
16/10/2024  09:06:26 Chg.+0.24 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
2.34EUR +11.43% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 137.50 USD 17/01/2025 Call
 

Master data

WKN: JB3G9V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 137.50 USD
Maturity: 17/01/2025
Issue date: 10/10/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.08
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 2.08
Time value: 0.18
Break-even: 148.95
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.09
Spread %: 4.24%
Delta: 0.91
Theta: -0.03
Omega: 5.95
Rho: 0.29
 

Quote data

Open: 2.34
High: 2.34
Low: 2.34
Previous Close: 2.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.84%
1 Month  
+2.18%
3 Months  
+69.57%
YTD
  -27.33%
1 Year  
+12.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 2.01
1M High / 1M Low: 3.31 1.98
6M High / 6M Low: 3.31 0.95
High (YTD): 07/03/2024 3.98
Low (YTD): 11/07/2024 0.95
52W High: 07/03/2024 3.98
52W Low: 11/07/2024 0.95
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   2.43
Avg. volume 1Y:   0.00
Volatility 1M:   255.26%
Volatility 6M:   162.47%
Volatility 1Y:   124.22%
Volatility 3Y:   -