JP Morgan Put 140 DRI 17.01.2025
/ DE000JL1J1M5
JP Morgan Put 140 DRI 17.01.2025/ DE000JL1J1M5 /
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: |
|
- |