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JP Morgan Put 147.5 DRI 17.01.202.../  DE000JL1J1Q6  /

EUWAX
10/16/2024  10:12:27 AM Chg.-0.060 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.310EUR -16.22% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 147.50 - 1/17/2025 Put
 

Master data

WKN: JL1J1Q
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 147.50 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.73
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.04
Implied volatility: 0.15
Historic volatility: 0.19
Parity: 0.04
Time value: 0.35
Break-even: 143.60
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 25.81%
Delta: -0.45
Theta: -0.02
Omega: -17.12
Rho: -0.18
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.39%
1 Month
  -22.50%
3 Months
  -66.67%
YTD
  -65.17%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.310
1M High / 1M Low: 0.480 0.150
6M High / 6M Low: 1.340 0.150
High (YTD): 7/11/2024 1.340
Low (YTD): 9/24/2024 0.150
52W High: 10/20/2023 1.890
52W Low: 9/24/2024 0.150
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.765
Avg. volume 6M:   0.000
Avg. price 1Y:   0.868
Avg. volume 1Y:   0.000
Volatility 1M:   350.93%
Volatility 6M:   190.75%
Volatility 1Y:   153.04%
Volatility 3Y:   -