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

EUWAX
16/10/2024  10:12:27 Chg.+0.160 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.920EUR +21.05% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 157.50 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.71
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -1.04
Time value: 1.00
Break-even: 167.50
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.66
Spread abs.: 0.07
Spread %: 7.53%
Delta: 0.44
Theta: -0.08
Omega: 6.54
Rho: 0.14
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -7.07%
3 Months  
+91.67%
YTD
  -54.90%
1 Year
  -23.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.720
1M High / 1M Low: 1.710 0.720
6M High / 6M Low: 1.710 0.270
High (YTD): 07/03/2024 2.590
Low (YTD): 11/07/2024 0.270
52W High: 07/03/2024 2.590
52W Low: 11/07/2024 0.270
Avg. price 1W:   0.783
Avg. volume 1W:   0.000
Avg. price 1M:   1.124
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   0.000
Avg. price 1Y:   1.304
Avg. volume 1Y:   0.000
Volatility 1M:   471.65%
Volatility 6M:   270.28%
Volatility 1Y:   200.61%
Volatility 3Y:   -