JP Morgan Put 130 DRI 17.01.2025
/ DE000JL1J1H5
JP Morgan Put 130 DRI 17.01.2025/ DE000JL1J1H5 /
12/07/2024 09:52:27 |
Chg.-0.080 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-14.55% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
130.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL1J1H |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
17/01/2025 |
Issue date: |
06/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-25.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.17 |
Parity: |
-0.04 |
Time value: |
0.52 |
Break-even: |
124.80 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.10 |
Spread %: |
23.81% |
Delta: |
-0.41 |
Theta: |
-0.01 |
Omega: |
-10.19 |
Rho: |
-0.30 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.03% |
1 Month |
|
|
+14.63% |
3 Months |
|
|
+30.56% |
YTD |
|
|
-6.00% |
1 Year |
|
|
-37.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.380 |
1M High / 1M Low: |
0.550 |
0.260 |
6M High / 6M Low: |
0.590 |
0.220 |
High (YTD): |
16/01/2024 |
0.590 |
Low (YTD): |
21/03/2024 |
0.220 |
52W High: |
13/10/2023 |
1.380 |
52W Low: |
21/03/2024 |
0.220 |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.359 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.372 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.619 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
163.29% |
Volatility 6M: |
|
133.92% |
Volatility 1Y: |
|
106.73% |
Volatility 3Y: |
|
- |