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JP Morgan Call 150 DRI 17.01.2025/  DE000JL0P8E0  /

EUWAX
9/13/2024  10:31:11 AM Chg.+0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.35EUR +3.05% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 150.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/11/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.18
Parity: -0.53
Time value: 1.55
Break-even: 165.50
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.48
Spread abs.: 0.09
Spread %: 6.16%
Delta: 0.53
Theta: -0.07
Omega: 4.91
Rho: 0.21
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.05%
1 Month  
+159.62%
3 Months  
+46.74%
YTD
  -44.90%
1 Year
  -34.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.16
1M High / 1M Low: 1.44 0.52
6M High / 6M Low: 2.92 0.48
High (YTD): 3/7/2024 3.09
Low (YTD): 7/11/2024 0.48
52W High: 3/7/2024 3.09
52W Low: 7/11/2024 0.48
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   1.68
Avg. volume 1Y:   0.00
Volatility 1M:   210.93%
Volatility 6M:   175.94%
Volatility 1Y:   135.42%
Volatility 3Y:   -