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JP Morgan Call 115 DLTR 17.01.202.../  DE000JB3D3W5  /

EUWAX
10/11/2024  8:40:54 AM Chg.-0.001 Bid9:03:31 PM Ask9:03:31 PM Underlying Strike price Expiration date Option type
0.043EUR -2.27% 0.041
Bid Size: 75,000		 0.056
Ask Size: 75,000		 Dollar Tree Inc 115.00 USD 1/17/2025 Call
 

Master data

WKN: JB3D3W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 1/17/2025
Issue date: 9/7/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.35
Parity: -4.17
Time value: 0.09
Break-even: 106.03
Moneyness: 0.60
Premium: 0.67
Premium p.a.: 5.77
Spread abs.: 0.05
Spread %: 116.28%
Delta: 0.10
Theta: -0.02
Omega: 7.19
Rho: 0.01
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.12%
1 Month  
+13.16%
3 Months
  -93.58%
YTD
  -98.85%
1 Year
  -97.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.044
1M High / 1M Low: 0.091 0.038
6M High / 6M Low: 2.540 0.022
High (YTD): 2/28/2024 4.130
Low (YTD): 9/5/2024 0.022
52W High: 2/28/2024 4.130
52W Low: 9/5/2024 0.022
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.923
Avg. volume 6M:   0.000
Avg. price 1Y:   1.880
Avg. volume 1Y:   0.000
Volatility 1M:   257.49%
Volatility 6M:   238.60%
Volatility 1Y:   182.41%
Volatility 3Y:   -