OverviewChartNewsTraderScreen

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

EUWAX
13/09/2024  09:28:02 Chg.+0.04 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.52EUR +2.70% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 147.50 - 17/01/2025 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: 17/01/2025
Issue date: 26/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.46
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.18
Parity: -0.28
Time value: 1.71
Break-even: 164.60
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.46
Spread abs.: 0.09
Spread %: 5.56%
Delta: 0.55
Theta: -0.08
Omega: 4.66
Rho: 0.21
 

Quote data

Open: 1.52
High: 1.52
Low: 1.52
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.83%
1 Month  
+149.18%
3 Months  
+43.40%
YTD
  -41.54%
1 Year
  -30.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.31
1M High / 1M Low: 1.59 0.61
6M High / 6M Low: 3.11 0.49
High (YTD): 07/03/2024 3.31
Low (YTD): 11/07/2024 0.49
52W High: 07/03/2024 3.31
52W Low: 11/07/2024 0.49
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.30
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   0.00
Avg. price 1Y:   1.81
Avg. volume 1Y:   0.00
Volatility 1M:   215.26%
Volatility 6M:   174.21%
Volatility 1Y:   132.56%
Volatility 3Y:   -