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JP Morgan Put 110 DLTR 17.01.2025/  DE000JL0RUA7  /

EUWAX
2024-06-14  9:58:03 AM Chg.+0.12 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.11EUR +12.12% -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 110.00 - 2025-01-17 Put
 

Master data

WKN: JL0RUA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.32
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.10
Implied volatility: 0.21
Historic volatility: 0.28
Parity: 1.10
Time value: 0.09
Break-even: 98.10
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.06
Spread %: 5.31%
Delta: -0.67
Theta: -0.01
Omega: -5.55
Rho: -0.46
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.14%
1 Month  
+38.75%
3 Months  
+65.67%
YTD  
+81.97%
1 Year  
+19.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.11 0.93
1M High / 1M Low: 1.11 0.75
6M High / 6M Low: 1.11 0.34
High (YTD): 2024-06-14 1.11
Low (YTD): 2024-03-13 0.34
52W High: 2023-10-03 1.83
52W Low: 2024-03-13 0.34
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   109.66%
Volatility 6M:   165.19%
Volatility 1Y:   129.53%
Volatility 3Y:   -