OverviewChartNewsTraderScreen

JP Morgan Put 132.5 DRI 17.01.202.../  DE000JL1J1J1  /

EUWAX
2024-07-12  9:52:27 AM Chg.-0.090 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.540EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 132.50 - 2025-01-17 Put
 

Master data

WKN: JL1J1J
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 132.50 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -22.49
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.21
Implied volatility: 0.16
Historic volatility: 0.17
Parity: 0.21
Time value: 0.37
Break-even: 126.70
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.10
Spread %: 20.83%
Delta: -0.47
Theta: -0.01
Omega: -10.49
Rho: -0.34
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.58%
1 Month  
+14.89%
3 Months  
+31.71%
YTD     0.00%
1 Year
  -32.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.440
1M High / 1M Low: 0.630 0.300
6M High / 6M Low: 0.640 0.250
High (YTD): 2024-01-16 0.640
Low (YTD): 2024-03-21 0.250
52W High: 2023-10-13 1.480
52W Low: 2024-03-21 0.250
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.674
Avg. volume 1Y:   0.000
Volatility 1M:   167.98%
Volatility 6M:   133.11%
Volatility 1Y:   106.36%
Volatility 3Y:   -