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JP Morgan Put 125 DRI 17.01.2025/  DE000JL0P8D2  /

EUWAX
8/8/2024  10:27:28 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.390EUR - -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 125.00 - 1/17/2025 Put
 

Master data

WKN: JL0P8D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 1/17/2025
Issue date: 4/11/2023
Last trading day: 8/8/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -27.89
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -0.61
Time value: 0.47
Break-even: 120.30
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.10
Spread %: 27.03%
Delta: -0.32
Theta: -0.02
Omega: -8.84
Rho: -0.20
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.340
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month     0.00%
3 Months  
+18.18%
YTD
  -7.14%
1 Year
  -49.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.340
1M High / 1M Low: 0.430 0.240
6M High / 6M Low: 0.430 0.180
High (YTD): 1/16/2024 0.490
Low (YTD): 4/2/2024 0.180
52W High: 10/13/2023 1.200
52W Low: 4/2/2024 0.180
Avg. price 1W:   0.387
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.494
Avg. volume 1Y:   0.000
Volatility 1M:   220.96%
Volatility 6M:   157.90%
Volatility 1Y:   122.95%
Volatility 3Y:   -