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JP Morgan Call 165 DLTR 17.01.202.../  DE000JL0ZRZ3  /

EUWAX
2024-06-21  9:45:44 AM Chg.+0.005 Bid1:21:58 PM Ask1:21:58 PM Underlying Strike price Expiration date Option type
0.087EUR +6.10% 0.089
Bid Size: 2,000		 0.180
Ask Size: 2,000		 Dollar Tree Inc 165.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -6.45
Time value: 0.19
Break-even: 166.90
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 1.42
Spread abs.: 0.10
Spread %: 115.91%
Delta: 0.12
Theta: -0.02
Omega: 6.55
Rho: 0.06
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.18%
1 Month
  -62.17%
3 Months
  -81.88%
YTD
  -93.60%
1 Year
  -95.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.073
1M High / 1M Low: 0.330 0.073
6M High / 6M Low: 1.470 0.073
High (YTD): 2024-02-28 1.470
Low (YTD): 2024-06-14 0.073
52W High: 2023-07-31 2.350
52W Low: 2024-06-14 0.073
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.176
Avg. volume 1M:   0.000
Avg. price 6M:   0.722
Avg. volume 6M:   0.000
Avg. price 1Y:   0.946
Avg. volume 1Y:   0.000
Volatility 1M:   241.34%
Volatility 6M:   183.19%
Volatility 1Y:   155.36%
Volatility 3Y:   -