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

EUWAX
13/09/2024  10:03:47 Chg.+0.03 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.20EUR +2.56% -
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: 10.33
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.18
Parity: -0.78
Time value: 1.40
Break-even: 166.50
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.51
Spread abs.: 0.09
Spread %: 6.87%
Delta: 0.50
Theta: -0.07
Omega: 5.17
Rho: 0.20
 

Quote data

Open: 1.20
High: 1.20
Low: 1.20
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month  
+172.73%
3 Months  
+46.34%
YTD
  -48.05%
1 Year
  -38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.22 1.02
1M High / 1M Low: 1.29 0.44
6M High / 6M Low: 2.76 0.38
High (YTD): 07/03/2024 2.91
Low (YTD): 11/07/2024 0.38
52W High: 07/03/2024 2.91
52W Low: 11/07/2024 0.38
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.09
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   0.00
Volatility 1M:   234.74%
Volatility 6M:   188.35%
Volatility 1Y:   142.59%
Volatility 3Y:   -