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JP Morgan Call 152.5 DRI 17.01.20.../  DE000JL1J1S2  /

EUWAX
09/08/2024  09:55:13 Chg.+0.110 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.620EUR +21.57% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 152.50 - 17/01/2025 Call
 

Master data

WKN: JL1J1S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 152.50 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.48
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -2.14
Time value: 0.64
Break-even: 158.90
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.55
Spread abs.: 0.10
Spread %: 18.52%
Delta: 0.34
Theta: -0.04
Omega: 6.90
Rho: 0.17
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+63.16%
3 Months
  -31.11%
YTD
  -73.16%
1 Year
  -76.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.810 0.380
6M High / 6M Low: 2.910 0.380
High (YTD): 07/03/2024 2.910
Low (YTD): 11/07/2024 0.380
52W High: 07/03/2024 2.910
52W Low: 11/07/2024 0.380
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   1.384
Avg. volume 6M:   0.000
Avg. price 1Y:   1.682
Avg. volume 1Y:   0.000
Volatility 1M:   252.45%
Volatility 6M:   158.48%
Volatility 1Y:   122.85%
Volatility 3Y:   -