JP Morgan Put 115 DLTR 16.08.2024
/ DE000JB7R3K0
JP Morgan Put 115 DLTR 16.08.2024/ DE000JB7R3K0 /
| 2024-06-21 11:21:44 AM |
Chg.0.000 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
115.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7R3K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
0.69 |
| Time value: |
0.19 |
| Break-even: |
98.62 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
-0.67 |
| Theta: |
-0.03 |
| Omega: |
-7.67 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.37% |
| 1 Month |
|
|
+23.19% |
| 3 Months |
|
|
+117.95% |
| YTD |
|
|
+107.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.780 |
| 1M High / 1M Low: |
0.970 |
0.410 |
| 6M High / 6M Low: |
0.970 |
0.190 |
| High (YTD): |
2024-06-14 |
0.970 |
| Low (YTD): |
2024-03-12 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.481 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.99% |
| Volatility 6M: |
|
228.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
