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JP Morgan Put 150 DRI 17.01.2025/  DE000JL1J1R4  /

EUWAX
9/13/2024  10:03:47 AM Chg.-0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.530EUR -7.02% -
Bid Size: -		 -
Ask Size: -		 Darden Restaurants I... 150.00 - 1/17/2025 Put
 

Master data

WKN: JL1J1R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 150.00 -
Maturity: 1/17/2025
Issue date: 4/6/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.94
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.53
Implied volatility: 0.11
Historic volatility: 0.18
Parity: 0.53
Time value: 0.05
Break-even: 144.20
Moneyness: 1.04
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.09
Spread %: 18.37%
Delta: -0.64
Theta: 0.00
Omega: -15.85
Rho: -0.33
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month
  -57.60%
3 Months
  -51.38%
YTD
  -44.79%
1 Year
  -69.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.530
1M High / 1M Low: 1.250 0.510
6M High / 6M Low: 1.490 0.510
High (YTD): 7/11/2024 1.490
Low (YTD): 9/5/2024 0.510
52W High: 10/13/2023 2.340
52W Low: 9/5/2024 0.510
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.677
Avg. volume 1M:   0.000
Avg. price 6M:   0.920
Avg. volume 6M:   0.000
Avg. price 1Y:   1.099
Avg. volume 1Y:   0.000
Volatility 1M:   158.55%
Volatility 6M:   147.57%
Volatility 1Y:   118.27%
Volatility 3Y:   -