JP Morgan Call 150 DLTR 15.11.2024
/ DE000JK39SH0
JP Morgan Call 150 DLTR 15.11.202.../ DE000JK39SH0 /
2024-06-21 8:40:57 AM |
Chg.+0.005 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
Dollar Tree Inc |
150.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK39SH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
62.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.28 |
Parity: |
-4.03 |
Time value: |
0.16 |
Break-even: |
141.88 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.09 |
Spread %: |
129.73% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
8.44 |
Rho: |
0.05 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-86.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.088 |
0.065 |
1M High / 1M Low: |
0.400 |
0.065 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.186 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
301.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |