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JP Morgan Put 130 DRI 17.01.2025/  DE000JL1J1H5  /

EUWAX
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:   -