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

EUWAX
8/12/2024  9:55:13 AM Chg.-0.080 Bid3:47:22 PM Ask3:47:22 PM Underlying Strike price Expiration date Option type
0.540EUR -12.90% 0.550
Bid Size: 50,000		 0.580
Ask Size: 50,000		 Darden Restaurants I... 152.50 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.49
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.: 0.56
Spread abs.: 0.10
Spread %: 18.52%
Delta: 0.34
Theta: -0.04
Omega: 6.90
Rho: 0.16
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+14.89%
3 Months
  -40.00%
YTD
  -76.62%
1 Year
  -79.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.510
1M High / 1M Low: 0.810 0.430
6M High / 6M Low: 2.910 0.380
High (YTD): 3/7/2024 2.910
Low (YTD): 7/11/2024 0.380
52W High: 3/7/2024 2.910
52W Low: 7/11/2024 0.380
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   1.384
Avg. volume 6M:   0.000
Avg. price 1Y:   1.678
Avg. volume 1Y:   0.000
Volatility 1M:   247.97%
Volatility 6M:   158.48%
Volatility 1Y:   123.09%
Volatility 3Y:   -