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JP Morgan Call 155 DRI 17.01.2025/  DE000JL1J1V6  /

EUWAX
10/16/2024  10:12:27 AM Chg.+0.18 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.07EUR +20.22% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 155.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.80
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.19
Parity: -0.79
Time value: 1.15
Break-even: 166.50
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.62
Spread abs.: 0.07
Spread %: 6.48%
Delta: 0.48
Theta: -0.08
Omega: 6.10
Rho: 0.15
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 0.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.31%
1 Month
  -7.76%
3 Months  
+118.37%
YTD
  -50.69%
1 Year
  -8.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.840
1M High / 1M Low: 1.890 0.840
6M High / 6M Low: 1.890 0.320
High (YTD): 3/7/2024 2.750
Low (YTD): 7/11/2024 0.320
52W High: 3/7/2024 2.750
52W Low: 7/11/2024 0.320
Avg. price 1W:   0.890
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.887
Avg. volume 6M:   0.000
Avg. price 1Y:   1.421
Avg. volume 1Y:   0.000
Volatility 1M:   422.82%
Volatility 6M:   252.51%
Volatility 1Y:   188.43%
Volatility 3Y:   -