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JP Morgan Call 150 DRI 17.01.2025/  DE000JL0P8E0  /

EUWAX
09/08/2024  10:28:40 Chg.+0.120 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.720EUR +20.00% -
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: 17.96
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -1.89
Time value: 0.73
Break-even: 157.30
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 15.87%
Delta: 0.37
Theta: -0.04
Omega: 6.58
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.37%
1 Month  
+50.00%
3 Months
  -28.71%
YTD
  -70.61%
1 Year
  -73.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.600
1M High / 1M Low: 0.940 0.480
6M High / 6M Low: 3.090 0.480
High (YTD): 07/03/2024 3.090
Low (YTD): 11/07/2024 0.480
52W High: 07/03/2024 3.090
52W Low: 11/07/2024 0.480
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   1.512
Avg. volume 6M:   0.000
Avg. price 1Y:   1.811
Avg. volume 1Y:   0.000
Volatility 1M:   235.24%
Volatility 6M:   149.66%
Volatility 1Y:   117.91%
Volatility 3Y:   -