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JP Morgan Call 162.5 DRI 17.01.20.../  DE000JL1MMM8  /

EUWAX
12/07/2024  09:52:35 Chg.+0.050 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.240EUR +26.32% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 162.50 - 17/01/2025 Call
 

Master data

WKN: JL1MMM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 162.50 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -3.21
Time value: 0.42
Break-even: 166.70
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.61
Spread abs.: 0.15
Spread %: 55.56%
Delta: 0.25
Theta: -0.03
Omega: 7.64
Rho: 0.14
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -48.94%
3 Months
  -76.47%
YTD
  -86.59%
1 Year
  -90.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.190
1M High / 1M Low: 0.730 0.190
6M High / 6M Low: 2.280 0.190
High (YTD): 07/03/2024 2.280
Low (YTD): 11/07/2024 0.190
52W High: 20/07/2023 2.880
52W Low: 11/07/2024 0.190
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   1.164
Avg. volume 6M:   0.000
Avg. price 1Y:   1.418
Avg. volume 1Y:   0.000
Volatility 1M:   235.19%
Volatility 6M:   150.84%
Volatility 1Y:   120.53%
Volatility 3Y:   -