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JP Morgan Call 157.5 DRI 17.01.20.../  DE000JL1J1W4  /

EUWAX
8/9/2024  9:55:13 AM Chg.+0.080 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.450EUR +21.62% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 157.50 - 1/17/2025 Call
 

Master data

WKN: JL1J1W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 157.50 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.75
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -2.64
Time value: 0.49
Break-even: 162.40
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.63
Spread abs.: 0.10
Spread %: 25.64%
Delta: 0.28
Theta: -0.04
Omega: 7.54
Rho: 0.14
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month  
+66.67%
3 Months
  -35.71%
YTD
  -77.94%
1 Year
  -81.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.370
1M High / 1M Low: 0.620 0.270
6M High / 6M Low: 2.590 0.270
High (YTD): 3/7/2024 2.590
Low (YTD): 7/11/2024 0.270
52W High: 3/7/2024 2.590
52W Low: 7/11/2024 0.270
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.152
Avg. volume 6M:   0.000
Avg. price 1Y:   1.449
Avg. volume 1Y:   0.000
Volatility 1M:   272.56%
Volatility 6M:   171.71%
Volatility 1Y:   132.38%
Volatility 3Y:   -