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JP Morgan Put 135 DRI 17.01.2025/  DE000JL1J1K9  /

EUWAX
7/12/2024  9:52:29 AM Chg.-0.110 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.620EUR -15.07% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 135.00 - 1/17/2025 Put
 

Master data

WKN: JL1J1K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.07
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.46
Implied volatility: 0.14
Historic volatility: 0.17
Parity: 0.46
Time value: 0.19
Break-even: 128.50
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.10
Spread %: 18.18%
Delta: -0.54
Theta: -0.01
Omega: -10.84
Rho: -0.40
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.53%
1 Month  
+16.98%
3 Months  
+34.78%
YTD  
+5.08%
1 Year
  -27.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.500
1M High / 1M Low: 0.730 0.340
6M High / 6M Low: 0.730 0.280
High (YTD): 7/11/2024 0.730
Low (YTD): 3/21/2024 0.280
52W High: 10/13/2023 1.590
52W Low: 3/21/2024 0.280
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.472
Avg. volume 1M:   0.000
Avg. price 6M:   0.467
Avg. volume 6M:   0.000
Avg. price 1Y:   0.733
Avg. volume 1Y:   0.000
Volatility 1M:   168.84%
Volatility 6M:   132.07%
Volatility 1Y:   105.48%
Volatility 3Y:   -