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

EUWAX
8/30/2024  12:24:40 PM Chg.-0.360 Bid9:57:37 PM Ask9:57:37 PM Underlying Strike price Expiration date Option type
0.890EUR -28.80% 0.830
Bid Size: 5,000
0.930
Ask Size: 5,000
Dollar Tree Inc 120.00 USD 1/16/2026 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: 1/16/2026
Issue date: 4/22/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.22
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -3.21
Time value: 0.93
Break-even: 117.92
Moneyness: 0.70
Premium: 0.54
Premium p.a.: 0.37
Spread abs.: 0.10
Spread %: 12.05%
Delta: 0.40
Theta: -0.02
Omega: 3.31
Rho: 0.30
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 1.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.43%
1 Month
  -47.95%
3 Months
  -62.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 0.890
1M High / 1M Low: 1.710 0.890
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.337
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -