JP Morgan Put 90 DLTR 21.03.2025
/ DE000JK9YDC7
JP Morgan Put 90 DLTR 21.03.2025/ DE000JK9YDC7 /
2024-09-25 11:48:53 AM |
Chg.+0.03 |
Bid3:36:40 PM |
Ask3:36:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.92EUR |
+1.59% |
1.91 Bid Size: 5,000 |
1.95 Ask Size: 5,000 |
Dollar Tree Inc |
90.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
JK9YDC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-20 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.71 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.37 |
Historic volatility: |
0.35 |
Parity: |
1.67 |
Time value: |
0.08 |
Break-even: |
62.91 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
2.08% |
Delta: |
-0.76 |
Theta: |
-0.01 |
Omega: |
-2.76 |
Rho: |
-0.32 |
Quote data
Open: |
1.92 |
High: |
1.92 |
Low: |
1.92 |
Previous Close: |
1.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
+140.00% |
3 Months |
|
|
+308.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.90 |
1.62 |
1M High / 1M Low: |
2.47 |
0.82 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |