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

EUWAX
09/08/2024  09:55:13 Chg.-0.110 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.470EUR -18.97% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 132.50 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.85
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.14
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.14
Time value: 0.46
Break-even: 126.50
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 20.00%
Delta: -0.46
Theta: -0.01
Omega: -10.03
Rho: -0.29
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.40%
3 Months
  -2.08%
YTD
  -12.96%
1 Year
  -49.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.470
1M High / 1M Low: 0.630 0.380
6M High / 6M Low: 0.630 0.250
High (YTD): 16/01/2024 0.640
Low (YTD): 21/03/2024 0.250
52W High: 13/10/2023 1.480
52W Low: 21/03/2024 0.250
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.648
Avg. volume 1Y:   0.000
Volatility 1M:   209.92%
Volatility 6M:   153.06%
Volatility 1Y:   119.58%
Volatility 3Y:   -