JP Morgan Put 142.5 DRI 17.01.2025
/ DE000JL1J1N3
JP Morgan Put 142.5 DRI 17.01.202.../ DE000JL1J1N3 /
10/16/2024 10:12:27 AM |
Chg.- |
Bid9:48:23 AM |
Ask9:48:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
- |
0.180 Bid Size: 1,000 |
0.280 Ask Size: 1,000 |
Darden Restaurants I... |
142.50 - |
1/17/2025 |
Put |
Master data
WKN: |
JL1J1N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
142.50 - |
Maturity: |
1/17/2025 |
Issue date: |
4/6/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.20 |
Parity: |
-0.75 |
Time value: |
0.28 |
Break-even: |
139.70 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.10 |
Spread %: |
55.56% |
Delta: |
-0.27 |
Theta: |
-0.02 |
Omega: |
-14.47 |
Rho: |
-0.11 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.67% |
1 Month |
|
|
-26.67% |
3 Months |
|
|
-69.44% |
YTD |
|
|
-71.05% |
1 Year |
|
|
-86.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.220 |
1M High / 1M Low: |
0.360 |
0.110 |
6M High / 6M Low: |
1.060 |
0.110 |
High (YTD): |
7/11/2024 |
1.060 |
Low (YTD): |
9/24/2024 |
0.110 |
52W High: |
10/20/2023 |
1.660 |
52W Low: |
9/24/2024 |
0.110 |
Avg. price 1W: |
|
0.265 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.600 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.713 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
358.68% |
Volatility 6M: |
|
196.63% |
Volatility 1Y: |
|
156.57% |
Volatility 3Y: |
|
- |