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JP Morgan Call 160 DRI 17.01.2025/  DE000JL1MML0  /

EUWAX
8/9/2024  9:55:17 AM Chg.+0.070 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.380EUR +22.58% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 160.00 - 1/17/2025 Call
 

Master data

WKN: JL1MML
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -2.89
Time value: 0.42
Break-even: 164.20
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.67
Spread abs.: 0.10
Spread %: 31.25%
Delta: 0.25
Theta: -0.03
Omega: 7.93
Rho: 0.13
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+72.73%
3 Months
  -37.70%
YTD
  -80.10%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.530 0.220
6M High / 6M Low: 2.430 0.220
High (YTD): 3/7/2024 2.430
Low (YTD): 7/11/2024 0.220
52W High: 3/7/2024 2.430
52W Low: 7/11/2024 0.220
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   1.046
Avg. volume 6M:   0.000
Avg. price 1Y:   1.339
Avg. volume 1Y:   0.000
Volatility 1M:   286.62%
Volatility 6M:   180.05%
Volatility 1Y:   138.56%
Volatility 3Y:   -