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JP Morgan Call 155 DRI 17.01.2025/  DE000JL1J1V6  /

EUWAX
13/09/2024  10:03:48 Chg.+0.03 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
1.06EUR +2.91% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 155.00 - 17/01/2025 Call
 

Master data

WKN: JL1J1V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.57
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -1.03
Time value: 1.25
Break-even: 167.50
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.53
Spread abs.: 0.09
Spread %: 7.76%
Delta: 0.47
Theta: -0.07
Omega: 5.47
Rho: 0.19
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.92%
1 Month  
+186.49%
3 Months  
+47.22%
YTD
  -51.15%
1 Year
  -42.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.08 0.89
1M High / 1M Low: 1.15 0.37
6M High / 6M Low: 2.59 0.32
High (YTD): 07/03/2024 2.75
Low (YTD): 11/07/2024 0.32
52W High: 07/03/2024 2.75
52W Low: 11/07/2024 0.32
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   1.43
Avg. volume 1Y:   0.00
Volatility 1M:   250.07%
Volatility 6M:   199.46%
Volatility 1Y:   150.47%
Volatility 3Y:   -