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JP Morgan Call 147.5 DRI 17.01.20.../  DE000JL16KV4  /

EUWAX
10/16/2024  9:34:10 AM Chg.- Bid8:08:26 AM Ask8:08:26 AM Underlying Strike price Expiration date Option type
1.57EUR - 1.77
Bid Size: 2,000		 1.86
Ask Size: 2,000		 Darden Restaurants I... 147.50 - 1/17/2025 Call
 

Master data

WKN: JL16KV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 147.50 -
Maturity: 1/17/2025
Issue date: 4/26/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.86
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.19
Parity: -0.04
Time value: 1.66
Break-even: 164.10
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.53
Spread abs.: 0.08
Spread %: 5.06%
Delta: 0.56
Theta: -0.09
Omega: 4.99
Rho: 0.17
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.56%
1 Month
  -0.63%
3 Months  
+80.46%
YTD
  -39.62%
1 Year
  -2.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.28
1M High / 1M Low: 2.50 1.28
6M High / 6M Low: 2.50 0.49
High (YTD): 3/7/2024 3.31
Low (YTD): 7/11/2024 0.49
52W High: 3/7/2024 3.31
52W Low: 7/11/2024 0.49
Avg. price 1W:   1.39
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   360.61%
Volatility 6M:   217.88%
Volatility 1Y:   163.48%
Volatility 3Y:   -