JP Morgan Put 120 DLTR 17.01.2025
/ DE000JL0ZRN9
JP Morgan Put 120 DLTR 17.01.2025/ DE000JL0ZRN9 /
| 2024-06-20 10:00:56 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL0ZRN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
1.95 |
| Time value: |
-0.29 |
| Break-even: |
103.40 |
| Moneyness: |
1.19 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
3.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+21.80% |
| 3 Months |
|
|
+82.02% |
| YTD |
|
|
+90.59% |
| 1 Year |
|
|
+50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.69 |
1.55 |
| 1M High / 1M Low: |
1.69 |
1.18 |
| 6M High / 6M Low: |
1.69 |
0.52 |
| High (YTD): |
2024-06-17 |
1.69 |
| Low (YTD): |
2024-03-13 |
0.52 |
| 52W High: |
2023-10-03 |
2.39 |
| 52W Low: |
2024-03-13 |
0.52 |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
94.43% |
| Volatility 6M: |
|
154.13% |
| Volatility 1Y: |
|
121.80% |
| Volatility 3Y: |
|
- |
