First-passage properties of continuous stochastic processes confined in a 1--dimensional interval are well described. However, for jump processes (discrete random walks), the characterization of the corresponding observables remains elusive, despite their relevance in various contexts. Here we derive exact asymptotic expressions for the leftward, rightward and complete exit time distributions from the interval $[0,x]$ for symmetric jump processes starting from $x_0=0$, in the large $x$ and large time limit. We show that both the leftward probability $F_{\underline{0},x}(n)$ to exit through $0$ at step $n$ and rightward probability $F_{0,\underline{x}}(n)$ to exit through $x$ at step $n$ exhibit a universal behavior dictated by the large distance decay of the jump distribution parameterized by the Levy exponent $μ$. In particular, we exhaustively describe the $n\ll x^μ$ and $n\gg x^μ$ limits and obtain explicit results in both regimes. Our results finally provide exact asymptotics for exit time distributions of jump processes in regimes where continuous limits do not apply.