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JP Morgan Put 145 DRI 17.01.2025/  DE000JL1J1P8  /

EUWAX
10/16/2024  10:12:27 AM Chg.- Bid9:48:23 AM Ask9:48:23 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.210
Bid Size: 1,000		 0.300
Ask Size: 1,000		 Darden Restaurants I... 145.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.01
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.50
Time value: 0.30
Break-even: 142.00
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.23
Spread abs.: 0.09
Spread %: 42.86%
Delta: -0.31
Theta: -0.02
Omega: -15.55
Rho: -0.13
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.71%
1 Month
  -25.71%
3 Months
  -68.29%
YTD
  -68.29%
1 Year
  -85.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.260
1M High / 1M Low: 0.420 0.130
6M High / 6M Low: 1.190 0.130
High (YTD): 7/11/2024 1.190
Low (YTD): 9/24/2024 0.130
52W High: 10/20/2023 1.780
52W Low: 9/24/2024 0.130
Avg. price 1W:   0.313
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   0.678
Avg. volume 6M:   0.000
Avg. price 1Y:   0.787
Avg. volume 1Y:   0.000
Volatility 1M:   348.52%
Volatility 6M:   191.78%
Volatility 1Y:   153.69%
Volatility 3Y:   -