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JP Morgan Call 165 DRI 17.01.2025/  DE000JL1MMN6  /

EUWAX
10/16/2024  10:12:30 AM Chg.+0.120 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.560EUR +27.27% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 165.00 - 1/17/2025 Call
 

Master data

WKN: JL1MMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.99
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -1.79
Time value: 0.64
Break-even: 171.40
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.82
Spread abs.: 0.07
Spread %: 12.28%
Delta: 0.34
Theta: -0.07
Omega: 7.93
Rho: 0.11
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month
  -13.85%
3 Months  
+93.10%
YTD
  -66.47%
1 Year
  -41.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.420
1M High / 1M Low: 1.210 0.420
6M High / 6M Low: 1.210 0.150
High (YTD): 3/7/2024 2.130
Low (YTD): 7/11/2024 0.150
52W High: 3/7/2024 2.130
52W Low: 7/11/2024 0.150
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.992
Avg. volume 1Y:   0.000
Volatility 1M:   583.78%
Volatility 6M:   327.40%
Volatility 1Y:   241.21%
Volatility 3Y:   -