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

EUWAX
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
  -41.98%
3 Months
  -68.67%
YTD
  -79.65%
1 Year
  -85.08%
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:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   1.640
Avg. volume 6M:   0.000
Avg. price 1Y:   1.881
Avg. volume 1Y:   0.000
Volatility 1M:   201.11%
Volatility 6M:   127.41%
Volatility 1Y:   103.38%
Volatility 3Y:   -