JP Morgan Call 120 DLTR 16.01.202.../  DE000JK8J101  /

EUWAX
26/07/2024  12:37:25 Chg.-0.03 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.66EUR -1.78% -
Bid Size: -
-
Ask Size: -
Dollar Tree Inc 120.00 USD 16/01/2026 Call
 

Master data

WKN: JK8J10
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 16/01/2026
Issue date: 22/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.28
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -1.60
Time value: 1.79
Break-even: 128.48
Moneyness: 0.86
Premium: 0.36
Premium p.a.: 0.23
Spread abs.: 0.15
Spread %: 9.15%
Delta: 0.54
Theta: -0.02
Omega: 2.87
Rho: 0.50
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.78%
1 Month
  -8.29%
3 Months
  -38.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.69
1M High / 1M Low: 1.83 1.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -