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JP Morgan Call 172.5 DRI 17.01.20.../  DE000JL1MMR7  /

EUWAX
09/08/2024  09:55:17 Chg.+0.040 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.160EUR +33.33% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 172.50 - 17/01/2025 Call
 

Master data

WKN: JL1MMR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Call
Strike price: 172.50 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -4.14
Time value: 0.28
Break-even: 175.30
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.94
Spread abs.: 0.15
Spread %: 115.38%
Delta: 0.18
Theta: -0.03
Omega: 8.34
Rho: 0.09
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+83.91%
3 Months
  -46.67%
YTD
  -88.06%
1 Year
  -90.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.240 0.087
6M High / 6M Low: 1.720 0.087
High (YTD): 07/03/2024 1.720
Low (YTD): 11/07/2024 0.087
52W High: 15/08/2023 1.800
52W Low: 11/07/2024 0.087
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.632
Avg. volume 6M:   0.000
Avg. price 1Y:   0.891
Avg. volume 1Y:   0.000
Volatility 1M:   352.61%
Volatility 6M:   218.29%
Volatility 1Y:   166.25%
Volatility 3Y:   -