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JP Morgan Call 145 DRI 17.01.2025/  DE000JL2DGH7  /

EUWAX
9/13/2024  10:35:59 AM Chg.+0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.67EUR +2.45% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 145.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -0.03
Time value: 1.88
Break-even: 163.80
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.44
Spread abs.: 0.09
Spread %: 5.03%
Delta: 0.57
Theta: -0.08
Omega: 4.42
Rho: 0.22
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.09%
1 Month  
+135.21%
3 Months  
+43.97%
YTD
  -39.27%
1 Year
  -31.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.67 1.46
1M High / 1M Low: 1.76 0.71
6M High / 6M Low: 3.27 0.65
High (YTD): 3/7/2024 3.45
Low (YTD): 7/11/2024 0.65
52W High: 3/7/2024 3.45
52W Low: 7/11/2024 0.65
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.48
Avg. volume 6M:   0.00
Avg. price 1Y:   1.95
Avg. volume 1Y:   0.00
Volatility 1M:   184.47%
Volatility 6M:   158.05%
Volatility 1Y:   122.73%
Volatility 3Y:   -