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JP Morgan Call 145 DRI 17.01.2025/  DE000JL2DGH7  /

EUWAX
2024-10-16  10:49:38 AM Chg.+0.22 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.75EUR +14.38% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 145.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-27
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.91
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.21
Implied volatility: 0.58
Historic volatility: 0.19
Parity: 0.21
Time value: 1.65
Break-even: 163.60
Moneyness: 1.01
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.09
Spread %: 5.08%
Delta: 0.59
Theta: -0.10
Omega: 4.66
Rho: 0.17
 

Quote data

Open: 1.75
High: 1.75
Low: 1.75
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month
  -4.89%
3 Months  
+98.86%
YTD
  -36.36%
1 Year  
+10.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.60 1.46
1M High / 1M Low: 2.69 1.46
6M High / 6M Low: 2.69 0.65
High (YTD): 2024-03-07 3.45
Low (YTD): 2024-07-11 0.65
52W High: 2024-03-07 3.45
52W Low: 2024-07-11 0.65
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.40
Avg. volume 6M:   0.00
Avg. price 1Y:   1.97
Avg. volume 1Y:   0.00
Volatility 1M:   299.72%
Volatility 6M:   191.23%
Volatility 1Y:   145.58%
Volatility 3Y:   -