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JP Morgan Put 135 DRI 17.01.2025/  DE000JL1J1K9  /

EUWAX
13/09/2024  10:03:46 Chg.-0.010 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.230EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 135.00 - 17/01/2025 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: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.67
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.97
Time value: 0.31
Break-even: 131.90
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 47.62%
Delta: -0.25
Theta: -0.02
Omega: -11.70
Rho: -0.13
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -61.02%
3 Months
  -57.41%
YTD
  -61.02%
1 Year
  -80.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.590 0.220
6M High / 6M Low: 0.730 0.220
High (YTD): 11/07/2024 0.730
Low (YTD): 05/09/2024 0.220
52W High: 13/10/2023 1.590
52W Low: 05/09/2024 0.220
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   0.631
Avg. volume 1Y:   0.000
Volatility 1M:   177.26%
Volatility 6M:   160.25%
Volatility 1Y:   128.73%
Volatility 3Y:   -