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JP Morgan Call 155 DRI 17.01.2025/  DE000JL1J1V6  /

EUWAX
12/07/2024  09:52:29 Chg.+0.080 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.400EUR +25.00% -
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: 23.29
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.17
Parity: -2.46
Time value: 0.56
Break-even: 160.60
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.50
Spread abs.: 0.10
Spread %: 21.74%
Delta: 0.31
Theta: -0.03
Omega: 7.17
Rho: 0.18
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.93%
1 Month
  -43.66%
3 Months
  -70.80%
YTD
  -81.57%
1 Year
  -86.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.320
1M High / 1M Low: 1.050 0.320
6M High / 6M Low: 2.750 0.320
High (YTD): 07/03/2024 2.750
Low (YTD): 11/07/2024 0.320
52W High: 20/07/2023 3.280
52W Low: 11/07/2024 0.320
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   1.507
Avg. volume 6M:   0.000
Avg. price 1Y:   1.757
Avg. volume 1Y:   0.000
Volatility 1M:   211.52%
Volatility 6M:   133.99%
Volatility 1Y:   108.03%
Volatility 3Y:   -