JP Morgan Put 152.5 DRI 18.10.2024
/ DE000JK6MYN1
JP Morgan Put 152.5 DRI 18.10.202.../ DE000JK6MYN1 /
12/07/2024 11:29:11 |
Chg.-0.14 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
1.28EUR |
-9.86% |
- Bid Size: - |
- Ask Size: - |
Darden Restaurants I... |
152.50 USD |
18/10/2024 |
Put |
Master data
WKN: |
JK6MYN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Darden Restaurants Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
152.50 USD |
Maturity: |
18/10/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
0.94 |
Time value: |
0.16 |
Break-even: |
128.82 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
6.19% |
Delta: |
-0.68 |
Theta: |
-0.02 |
Omega: |
-8.04 |
Rho: |
-0.26 |
Quote data
Open: |
1.28 |
High: |
1.28 |
Low: |
1.28 |
Previous Close: |
1.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.49% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
+58.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.42 |
1.02 |
1M High / 1M Low: |
1.42 |
0.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |