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

EUWAX
7/12/2024  8:57:20 AM Chg.+0.130 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.850EUR +18.06% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 142.50 USD 1/17/2025 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: 1/17/2025
Issue date: 9/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.42
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.02
Time value: 1.05
Break-even: 141.16
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 10.53%
Delta: 0.57
Theta: -0.03
Omega: 7.12
Rho: 0.33
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.30%
1 Month
  -35.11%
3 Months
  -59.13%
YTD
  -70.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.720
1M High / 1M Low: 1.760 0.720
6M High / 6M Low: 3.600 0.720
High (YTD): 3/7/2024 3.600
Low (YTD): 7/11/2024 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   1.336
Avg. volume 1M:   0.000
Avg. price 6M:   2.220
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.94%
Volatility 6M:   107.25%
Volatility 1Y:   -
Volatility 3Y:   -