JP Morgan Put 110 DLTR 20.09.2024
/ DE000JK429D3
JP Morgan Put 110 DLTR 20.09.2024/ DE000JK429D3 /
| 2024-06-21 11:51:22 AM |
Chg.+0.010 |
Bid8:32:06 PM |
Ask8:32:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
0.770
Bid Size: 75,000 |
0.780
Ask Size: 75,000 |
Dollar Tree Inc |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JK429D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.23 |
| Time value: |
0.53 |
| Break-even: |
95.18 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-6.60 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.730 |
| 1M High / 1M Low: |
0.860 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
