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JP Morgan Put 135 DRI 17.01.2025/  DE000JL1J1K9  /

EUWAX
8/9/2024  9:55:13 AM Chg.-0.120 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.540EUR -18.18% -
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: -19.57
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.39
Implied volatility: 0.17
Historic volatility: 0.18
Parity: 0.39
Time value: 0.28
Break-even: 128.30
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.10
Spread %: 17.54%
Delta: -0.53
Theta: -0.01
Omega: -10.33
Rho: -0.33
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.03%
3 Months     0.00%
YTD
  -8.47%
1 Year
  -45.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.540
1M High / 1M Low: 0.730 0.440
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:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.571
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.708
Avg. volume 1Y:   0.000
Volatility 1M:   205.81%
Volatility 6M:   151.15%
Volatility 1Y:   118.24%
Volatility 3Y:   -