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JP Morgan Call 145 DRI 17.01.2025/  DE000JL2DGH7  /

EUWAX
12/07/2024  11:29:02 Chg.+0.090 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.740EUR +13.85% -
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: 14.03
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.17
Parity: -1.46
Time value: 0.93
Break-even: 154.30
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.10
Spread %: 12.05%
Delta: 0.42
Theta: -0.04
Omega: 5.94
Rho: 0.24
 

Quote data

Open: 0.750
High: 0.750
Low: 0.740
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.11%
1 Month
  -35.65%
3 Months
  -61.66%
YTD
  -73.09%
1 Year
  -79.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.650
1M High / 1M Low: 1.580 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: 20/07/2023 3.860
52W Low: 11/07/2024 0.650
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   1.185
Avg. volume 1M:   0.000
Avg. price 6M:   2.068
Avg. volume 6M:   0.000
Avg. price 1Y:   2.289
Avg. volume 1Y:   0.000
Volatility 1M:   161.02%
Volatility 6M:   109.57%
Volatility 1Y:   91.55%
Volatility 3Y:   -