OverviewChartNewsTraderScreen

JP Morgan Call 150 DRI 17.01.2025/  DE000JL0P8E0  /

EUWAX
16/10/2024  10:43:15 Chg.+0.20 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
1.39EUR +16.81% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 150.00 - 17/01/2025 Call
 

Master data

WKN: JL0P8E
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 11/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.88
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.19
Parity: -0.29
Time value: 1.49
Break-even: 164.90
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.56
Spread abs.: 0.08
Spread %: 5.67%
Delta: 0.54
Theta: -0.09
Omega: 5.30
Rho: 0.16
 

Quote data

Open: 1.39
High: 1.39
Low: 1.39
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.45%
1 Month
  -2.11%
3 Months  
+82.89%
YTD
  -43.27%
1 Year
  -7.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.12
1M High / 1M Low: 2.28 1.12
6M High / 6M Low: 2.28 0.48
High (YTD): 07/03/2024 3.09
Low (YTD): 11/07/2024 0.48
52W High: 07/03/2024 3.09
52W Low: 11/07/2024 0.48
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.13
Avg. volume 6M:   0.00
Avg. price 1Y:   1.68
Avg. volume 1Y:   0.00
Volatility 1M:   354.49%
Volatility 6M:   218.69%
Volatility 1Y:   165.00%
Volatility 3Y:   -