JP Morgan Put 127.5 DRI 17.01.2025
/ DE000JB2TEC1
JP Morgan Put 127.5 DRI 17.01.202.../ DE000JB2TEC1 /
| 6/20/2024 10:19:34 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
127.50 - |
1/17/2025 |
Put |
Master data
| WKN: |
JB2TEC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
127.50 - |
| Maturity: |
1/17/2025 |
| Issue date: |
9/27/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.17 |
| Parity: |
-0.29 |
| Time value: |
0.39 |
| Break-even: |
123.60 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
34.48% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-11.50 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.44% |
| 3 Months |
|
|
-9.38% |
| YTD |
|
|
-36.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.370 |
0.290 |
| 6M High / 6M Low: |
0.540 |
0.200 |
| High (YTD): |
1/16/2024 |
0.540 |
| Low (YTD): |
3/21/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.42% |
| Volatility 6M: |
|
133.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
