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JP Morgan Put 140 DRI 17.01.2025/  DE000JL1J1M5  /

EUWAX
13/09/2024  10:03:47 Chg.-0.020 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 140.00 - 17/01/2025 Put
 

Master data

WKN: JL1J1M
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -38.07
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.47
Time value: 0.38
Break-even: 136.20
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.10
Spread %: 35.71%
Delta: -0.33
Theta: -0.02
Omega: -12.47
Rho: -0.18
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -61.04%
3 Months
  -56.52%
YTD
  -57.14%
1 Year
  -77.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.770 0.290
6M High / 6M Low: 0.940 0.290
High (YTD): 11/07/2024 0.940
Low (YTD): 05/09/2024 0.290
52W High: 13/10/2023 1.810
52W Low: 05/09/2024 0.290
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.762
Avg. volume 1Y:   0.000
Volatility 1M:   171.11%
Volatility 6M:   156.86%
Volatility 1Y:   125.36%
Volatility 3Y:   -