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JP Morgan Call 145 DRI 17.01.2025/  DE000JL2DGH7  /

EUWAX
09/08/2024  10:30:16 Chg.+0.150 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.950EUR +18.75% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 145.00 - 17/01/2025 Call
 

Master data

WKN: JL2DGH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 17/01/2025
Issue date: 27/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.95
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -1.39
Time value: 0.94
Break-even: 154.40
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.45
Spread abs.: 0.09
Spread %: 10.59%
Delta: 0.43
Theta: -0.05
Omega: 5.94
Rho: 0.20
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.04%
1 Month  
+46.15%
3 Months
  -24.60%
YTD
  -65.45%
1 Year
  -68.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.800
1M High / 1M Low: 1.200 0.650
6M High / 6M Low: 3.450 0.650
High (YTD): 07/03/2024 3.450
Low (YTD): 11/07/2024 0.650
52W High: 07/03/2024 3.450
52W Low: 11/07/2024 0.650
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   1.789
Avg. volume 6M:   0.000
Avg. price 1Y:   2.080
Avg. volume 1Y:   0.000
Volatility 1M:   214.37%
Volatility 6M:   136.15%
Volatility 1Y:   108.16%
Volatility 3Y:   -