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JP Morgan Put 145 DRI 19.07.2024/  DE000JB5C3P8  /

EUWAX
7/12/2024  11:29:06 AM Chg.-0.150 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.470EUR -24.19% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 145.00 USD 7/19/2024 Put
 

Master data

WKN: JB5C3P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 145.00 USD
Maturity: 7/19/2024
Issue date: 11/20/2023
Last trading day: 7/18/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.24
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.25
Implied volatility: 0.32
Historic volatility: 0.17
Parity: 0.25
Time value: 0.11
Break-even: 129.35
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.66
Spread abs.: 0.06
Spread %: 20.00%
Delta: -0.66
Theta: -0.16
Omega: -24.06
Rho: -0.01
 

Quote data

Open: 0.460
High: 0.470
Low: 0.460
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+113.64%
1 Month  
+17.50%
3 Months  
+62.07%
YTD  
+34.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.220
1M High / 1M Low: 0.620 0.065
6M High / 6M Low: 0.620 0.065
High (YTD): 7/11/2024 0.620
Low (YTD): 6/25/2024 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   718.18%
Volatility 6M:   351.52%
Volatility 1Y:   -
Volatility 3Y:   -