JP Morgan Call 120 DLTR 15.11.202.../  DE000JK86ZS3  /

EUWAX
2024-07-05  11:17:32 AM Chg.0.000 Bid12:35:09 PM Ask12:35:09 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% 0.420
Bid Size: 5,000
0.460
Ask Size: 5,000
Dollar Tree Inc 120.00 USD 2024-11-15 Call
 

Master data

WKN: JK86ZS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-11-15
Issue date: 2024-04-22
Last trading day: 2024-11-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.22
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.28
Parity: -1.30
Time value: 0.51
Break-even: 116.10
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.59
Spread abs.: 0.08
Spread %: 18.60%
Delta: 0.36
Theta: -0.04
Omega: 6.98
Rho: 0.11
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -46.84%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.820 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.540
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -