JP Morgan Put 150 DRI 18.10.2024
/ DE000JK4KPP3
JP Morgan Put 150 DRI 18.10.2024/ DE000JK4KPP3 /
12/07/2024 11:52:34 |
Chg.-0.26 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-18.98% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
150.00 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK4KPP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
25/03/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
0.71 |
Time value: |
0.24 |
Break-even: |
128.00 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
7.22% |
Delta: |
-0.62 |
Theta: |
-0.02 |
Omega: |
-8.51 |
Rho: |
-0.24 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.35% |
1 Month |
|
|
+20.65% |
3 Months |
|
|
+60.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
0.89 |
1M High / 1M Low: |
1.37 |
0.54 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |