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JP Morgan Put 145 DRI 17.01.2025/  DE000JL1J1P8  /

EUWAX
13/09/2024  10:03:47 Chg.-0.030 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.400EUR -6.98% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 145.00 - 17/01/2025 Put
 

Master data

WKN: JL1J1P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 17/01/2025
Issue date: 06/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.45
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.03
Implied volatility: 0.16
Historic volatility: 0.18
Parity: 0.03
Time value: 0.43
Break-even: 140.40
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.09
Spread %: 24.32%
Delta: -0.44
Theta: -0.01
Omega: -13.85
Rho: -0.23
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -59.60%
3 Months
  -54.02%
YTD
  -51.22%
1 Year
  -73.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.990 0.390
6M High / 6M Low: 1.190 0.390
High (YTD): 11/07/2024 1.190
Low (YTD): 05/09/2024 0.390
52W High: 13/10/2023 2.070
52W Low: 05/09/2024 0.390
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   0.918
Avg. volume 1Y:   0.000
Volatility 1M:   162.90%
Volatility 6M:   151.62%
Volatility 1Y:   121.56%
Volatility 3Y:   -