JP Morgan Call 110 DLTR 17.01.2025
/ DE000JB2S9F1
JP Morgan Call 110 DLTR 17.01.202.../ DE000JB2S9F1 /
| 2024-07-08 10:13:49 AM |
Chg.+0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+1.96% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JB2S9F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.31 |
| Time value: |
1.01 |
| Break-even: |
111.68 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
4.81% |
| Delta: |
0.54 |
| Theta: |
-0.03 |
| Omega: |
5.25 |
| Rho: |
0.23 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
-26.76% |
| 3 Months |
|
|
-64.14% |
| YTD |
|
|
-74.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.02 |
| 1M High / 1M Low: |
1.35 |
0.89 |
| 6M High / 6M Low: |
4.59 |
0.89 |
| High (YTD): |
2024-03-13 |
4.59 |
| Low (YTD): |
2024-06-27 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.08% |
| Volatility 6M: |
|
107.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
