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

EUWAX
2024-10-16  10:12:27 AM Chg.+0.20 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.23EUR +19.42% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 152.50 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.15
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.19
Parity: -0.54
Time value: 1.32
Break-even: 165.70
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.59
Spread abs.: 0.08
Spread %: 6.45%
Delta: 0.51
Theta: -0.09
Omega: 5.66
Rho: 0.16
 

Quote data

Open: 1.23
High: 1.23
Low: 1.23
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month
  -3.15%
3 Months  
+89.23%
YTD
  -46.75%
1 Year
  -12.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.98
1M High / 1M Low: 2.08 0.98
6M High / 6M Low: 2.08 0.38
High (YTD): 2024-03-07 2.91
Low (YTD): 2024-07-11 0.38
52W High: 2024-03-07 2.91
52W Low: 2024-07-11 0.38
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   0.00
Volatility 1M:   397.61%
Volatility 6M:   237.88%
Volatility 1Y:   177.65%
Volatility 3Y:   -