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

EUWAX
12/07/2024  09:16:07 Chg.+0.150 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.640EUR +30.61% -
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: 15.91
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -1.71
Time value: 0.82
Break-even: 155.70
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.10
Spread %: 13.89%
Delta: 0.39
Theta: -0.04
Omega: 6.26
Rho: 0.22
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.89%
1 Month
  -39.62%
3 Months
  -63.84%
YTD
  -75.38%
1 Year
  -80.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.490
1M High / 1M Low: 1.450 0.490
6M High / 6M Low: 3.310 0.490
High (YTD): 07/03/2024 3.310
Low (YTD): 11/07/2024 0.490
52W High: 20/07/2023 3.730
52W Low: 11/07/2024 0.490
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   1.067
Avg. volume 1M:   0.000
Avg. price 6M:   1.911
Avg. volume 6M:   0.000
Avg. price 1Y:   2.141
Avg. volume 1Y:   0.000
Volatility 1M:   208.17%
Volatility 6M:   122.46%
Volatility 1Y:   99.42%
Volatility 3Y:   -