JP Morgan Put 125 DLTR 16.08.2024
/ DE000JB7R3L8
JP Morgan Put 125 DLTR 16.08.2024/ DE000JB7R3L8 /
| 2024-06-10 12:27:01 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
125.00 - |
2024-08-16 |
Put |
Master data
| WKN: |
JB7R3L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
2.45 |
| Time value: |
-0.98 |
| Break-even: |
110.30 |
| Moneyness: |
1.24 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
4.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.57% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
+115.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.44 |
0.82 |
| 6M High / 6M Low: |
1.44 |
0.34 |
| High (YTD): |
2024-05-29 |
1.44 |
| Low (YTD): |
2024-03-12 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.52% |
| Volatility 6M: |
|
221.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
