OverviewChartNewsTraderScreen

JP Morgan Call 115 DLTR 17.01.202.../  DE000JB3D3W5  /

EUWAX
2024-06-17  8:39:08 AM Chg.-0.010 Bid4:31:41 PM Ask4:31:41 PM Underlying Strike price Expiration date Option type
0.860EUR -1.15% 0.850
Bid Size: 75,000		 0.870
Ask Size: 75,000		 Dollar Tree Inc 115.00 USD 2025-01-17 Call
 

Master data

WKN: JB3D3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.89
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.84
Time value: 0.91
Break-even: 116.55
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 7.06%
Delta: 0.48
Theta: -0.03
Omega: 5.19
Rho: 0.22
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.89%
1 Month
  -53.76%
3 Months
  -61.26%
YTD
  -76.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.870
1M High / 1M Low: 1.860 0.870
6M High / 6M Low: 4.130 0.870
High (YTD): 2024-02-28 4.130
Low (YTD): 2024-06-14 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.402
Avg. volume 1M:   0.000
Avg. price 6M:   2.671
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.03%
Volatility 6M:   106.78%
Volatility 1Y:   -
Volatility 3Y:   -