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

EUWAX
9/13/2024  10:03:48 AM Chg.+0.030 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.930EUR +3.33% -
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: 12.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.18
Parity: -1.28
Time value: 1.12
Break-even: 168.70
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.57
Spread abs.: 0.09
Spread %: 8.74%
Delta: 0.45
Theta: -0.07
Omega: 5.76
Rho: 0.18
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.20%
1 Month  
+200.00%
3 Months  
+47.62%
YTD
  -54.41%
1 Year
  -45.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.780
1M High / 1M Low: 1.020 0.310
6M High / 6M Low: 2.430 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:   0.888
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   0.870
Avg. volume 6M:   0.000
Avg. price 1Y:   1.318
Avg. volume 1Y:   0.000
Volatility 1M:   263.28%
Volatility 6M:   206.03%
Volatility 1Y:   155.28%
Volatility 3Y:   -