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JP Morgan Put 142.5 DRI 19.07.202.../  DE000JB64ZJ8  /

EUWAX
7/12/2024  8:32:32 AM Chg.-0.220 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.280EUR -44.00% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 142.50 USD 7/19/2024 Put
 

Master data

WKN: JB64ZJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 142.50 USD
Maturity: 7/19/2024
Issue date: 11/21/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -71.14
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.02
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.02
Time value: 0.16
Break-even: 128.82
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 1.12
Spread abs.: 0.05
Spread %: 33.33%
Delta: -0.51
Theta: -0.14
Omega: -35.94
Rho: -0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+154.55%
1 Month
  -9.68%
3 Months  
+16.67%
YTD
  -9.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.120
1M High / 1M Low: 0.500 0.040
6M High / 6M Low: 0.500 0.040
High (YTD): 7/11/2024 0.500
Low (YTD): 6/26/2024 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   820.96%
Volatility 6M:   389.19%
Volatility 1Y:   -
Volatility 3Y:   -