JP Morgan Put 157.5 DRI 16.01.202.../  DE000JK7QUE7  /

EUWAX
8/9/2024  9:00:13 AM Chg.-0.15 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.30EUR -6.12% -
Bid Size: -
-
Ask Size: -
Darden Restaurants I... 157.50 USD 1/16/2026 Put
 

Master data

WKN: JK7QUE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Darden Restaurants Inc
Type: Warrant
Option type: Put
Strike price: 157.50 USD
Maturity: 1/16/2026
Issue date: 4/4/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.36
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.32
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 1.32
Time value: 1.13
Break-even: 119.83
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.27
Spread %: 12.66%
Delta: -0.46
Theta: -0.01
Omega: -2.49
Rho: -1.22
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.86%
1 Month
  -11.54%
3 Months  
+5.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.30
1M High / 1M Low: 2.60 2.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.41
Avg. volume 1W:   0.00
Avg. price 1M:   2.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -