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JP Morgan Put 137.5 DRI 17.01.202.../  DE000JL1J1L7  /

EUWAX
13/09/2024  10:03:47 Chg.-0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.260EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 137.50 - 17/01/2025 Put
 

Master data

WKN: JL1J1L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 137.50 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.55
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.72
Time value: 0.34
Break-even: 134.10
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.10
Spread %: 41.67%
Delta: -0.29
Theta: -0.02
Omega: -12.13
Rho: -0.15
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -61.76%
3 Months
  -57.38%
YTD
  -59.38%
1 Year
  -79.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.680 0.250
6M High / 6M Low: 0.830 0.250
High (YTD): 11/07/2024 0.830
Low (YTD): 05/09/2024 0.250
52W High: 13/10/2023 1.700
52W Low: 05/09/2024 0.250
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.342
Avg. volume 1M:   0.000
Avg. price 6M:   0.509
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   173.92%
Volatility 6M:   158.54%
Volatility 1Y:   126.89%
Volatility 3Y:   -