OverviewChartNewsTraderScreen

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

EUWAX
8/9/2024  9:20:58 AM Chg.+0.120 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.830EUR +16.90% -
Bid Size: -		 -
Ask Size: -		 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: 15.99
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.64
Time value: 0.82
Break-even: 155.70
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.48
Spread abs.: 0.09
Spread %: 12.33%
Delta: 0.39
Theta: -0.04
Omega: 6.31
Rho: 0.19
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month  
+69.39%
3 Months
  -27.19%
YTD
  -68.08%
1 Year
  -71.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.710
1M High / 1M Low: 1.050 0.490
6M High / 6M Low: 3.310 0.490
High (YTD): 3/7/2024 3.310
Low (YTD): 7/11/2024 0.490
52W High: 3/7/2024 3.310
52W Low: 7/11/2024 0.490
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   1.638
Avg. volume 6M:   0.000
Avg. price 1Y:   1.939
Avg. volume 1Y:   0.000
Volatility 1M:   230.52%
Volatility 6M:   146.79%
Volatility 1Y:   114.44%
Volatility 3Y:   -