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

EUWAX
12/07/2024  09:52:35 Chg.+0.033 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.120EUR +37.93% -
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: 46.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.17
Parity: -4.21
Time value: 0.28
Break-even: 175.30
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.77
Spread abs.: 0.15
Spread %: 115.38%
Delta: 0.18
Theta: -0.02
Omega: 8.29
Rho: 0.11
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -52.00%
3 Months
  -81.54%
YTD
  -91.04%
1 Year
  -94.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.087
1M High / 1M Low: 0.420 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: 20/07/2023 2.380
52W Low: 11/07/2024 0.087
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.804
Avg. volume 6M:   0.000
Avg. price 1Y:   1.047
Avg. volume 1Y:   0.000
Volatility 1M:   282.63%
Volatility 6M:   175.47%
Volatility 1Y:   138.42%
Volatility 3Y:   -