JP Morgan Call 152.5 DRI 17.01.2025
/ DE000JL1J1S2
JP Morgan Call 152.5 DRI 17.01.20.../ DE000JL1J1S2 /
2024-07-12 9:52:29 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
+23.68% |
- 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: |
20.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.17 |
Parity: |
-2.21 |
Time value: |
0.63 |
Break-even: |
158.80 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.10 |
Spread %: |
18.87% |
Delta: |
0.33 |
Theta: |
-0.04 |
Omega: |
6.92 |
Rho: |
0.19 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.40% |
1 Month |
|
|
-42.68% |
3 Months |
|
|
-68.67% |
YTD |
|
|
-79.65% |
1 Year |
|
|
-84.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.380 |
1M High / 1M Low: |
1.170 |
0.380 |
6M High / 6M Low: |
2.910 |
0.380 |
High (YTD): |
2024-03-07 |
2.910 |
Low (YTD): |
2024-07-11 |
0.380 |
52W High: |
2023-07-20 |
3.420 |
52W Low: |
2024-07-11 |
0.380 |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.833 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.876 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
206.03% |
Volatility 6M: |
|
127.41% |
Volatility 1Y: |
|
103.56% |
Volatility 3Y: |
|
- |