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

EUWAX
8/9/2024  9:55:13 AM Chg.-0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.610EUR -17.57% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 137.50 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.72
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.64
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 0.64
Time value: 0.10
Break-even: 130.10
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.09
Spread %: 13.85%
Delta: -0.62
Theta: -0.01
Omega: -10.90
Rho: -0.39
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -26.51%
3 Months     0.00%
YTD
  -4.69%
1 Year
  -42.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.610
1M High / 1M Low: 0.830 0.500
6M High / 6M Low: 0.830 0.310
High (YTD): 7/11/2024 0.830
Low (YTD): 3/21/2024 0.310
52W High: 10/13/2023 1.700
52W Low: 3/21/2024 0.310
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.774
Avg. volume 1Y:   0.000
Volatility 1M:   201.99%
Volatility 6M:   148.89%
Volatility 1Y:   116.27%
Volatility 3Y:   -