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JP Morgan Call 142.5 DRI 17.01.20.../  DE000JB21NC9  /

EUWAX
16/10/2024  09:18:59 Chg.+0.23 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.94EUR +13.45% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 142.50 USD 17/01/2025 Call
 

Master data

WKN: JB21NC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 142.50 USD
Maturity: 17/01/2025
Issue date: 26/09/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 1.62
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 1.62
Time value: 0.26
Break-even: 149.77
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 4.59%
Delta: 0.85
Theta: -0.03
Omega: 6.64
Rho: 0.27
 

Quote data

Open: 1.94
High: 1.94
Low: 1.94
Previous Close: 1.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.99%
1 Month  
+0.52%
3 Months  
+73.21%
YTD
  -33.10%
1 Year  
+6.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.64
1M High / 1M Low: 2.88 1.64
6M High / 6M Low: 2.88 0.72
High (YTD): 07/03/2024 3.60
Low (YTD): 11/07/2024 0.72
52W High: 07/03/2024 3.60
52W Low: 11/07/2024 0.72
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.56
Avg. volume 6M:   0.00
Avg. price 1Y:   2.12
Avg. volume 1Y:   0.00
Volatility 1M:   149.99%
Volatility 6M:   155.55%
Volatility 1Y:   121.93%
Volatility 3Y:   -