OverviewChartNewsTraderScreen

JP Morgan Put 142.5 DRI 17.01.202.../  DE000JL1J1N3  /

EUWAX
9/13/2024  10:03:47 AM Chg.-0.020 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% -
Bid Size: -		 -
Ask Size: -		 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: -34.45
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.18
Parity: -0.22
Time value: 0.42
Break-even: 138.30
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 31.25%
Delta: -0.38
Theta: -0.02
Omega: -13.02
Rho: -0.20
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.26%
1 Month
  -59.77%
3 Months
  -54.55%
YTD
  -53.95%
1 Year
  -75.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.870 0.340
6M High / 6M Low: 1.060 0.340
High (YTD): 7/11/2024 1.060
Low (YTD): 9/5/2024 0.340
52W High: 10/13/2023 1.940
52W Low: 9/5/2024 0.340
Avg. price 1W:   0.384
Avg. volume 1W:   0.000
Avg. price 1M:   0.454
Avg. volume 1M:   0.000
Avg. price 6M:   0.650
Avg. volume 6M:   0.000
Avg. price 1Y:   0.837
Avg. volume 1Y:   0.000
Volatility 1M:   165.08%
Volatility 6M:   153.85%
Volatility 1Y:   122.75%
Volatility 3Y:   -