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

EUWAX
16/10/2024  10:12:30 Chg.+0.140 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.670EUR +26.42% -
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: 19.62
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.19
Parity: -1.54
Time value: 0.75
Break-even: 170.00
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.76
Spread abs.: 0.07
Spread %: 10.29%
Delta: 0.38
Theta: -0.07
Omega: 7.43
Rho: 0.12
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.84%
1 Month
  -10.67%
3 Months  
+97.06%
YTD
  -62.57%
1 Year
  -35.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.510
1M High / 1M Low: 1.370 0.510
6M High / 6M Low: 1.370 0.190
High (YTD): 07/03/2024 2.280
Low (YTD): 11/07/2024 0.190
52W High: 07/03/2024 2.280
52W Low: 11/07/2024 0.190
Avg. price 1W:   0.555
Avg. volume 1W:   0.000
Avg. price 1M:   0.857
Avg. volume 1M:   0.000
Avg. price 6M:   0.591
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   0.000
Volatility 1M:   556.40%
Volatility 6M:   309.15%
Volatility 1Y:   228.15%
Volatility 3Y:   -