JP Morgan Call 110 DLTR 20.12.2024
/ DE000JT0JG66
JP Morgan Call 110 DLTR 20.12.202.../ DE000JT0JG66 /
| 7/25/2024 9:05:51 AM |
Chg.-0.11 |
Bid1:26:52 PM |
Ask1:26:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.92EUR |
-10.68% |
0.91
Bid Size: 5,000 |
0.95
Ask Size: 5,000 |
Dollar Tree Inc |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT0JG6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-0.58 |
| Time value: |
0.90 |
| Break-even: |
110.54 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.06 |
| Spread %: |
6.52% |
| Delta: |
0.49 |
| Theta: |
-0.04 |
| Omega: |
5.23 |
| Rho: |
0.16 |
Quote data
| Open: |
0.92 |
| High: |
0.92 |
| Low: |
0.92 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.16% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.95 |
| 1M High / 1M Low: |
1.05 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
