JP Morgan Call 120 DLTR 20.12.2024
/ DE000JK9AWS3
JP Morgan Call 120 DLTR 20.12.202.../ DE000JK9AWS3 /
| 02/08/2024 16:18:06 |
Chg.-0.140 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-22.22% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK9AWS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-1.88 |
| Time value: |
0.49 |
| Break-even: |
114.93 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.05 |
| Spread %: |
12.50% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
6.05 |
| Rho: |
0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
-23.44% |
| 3 Months |
|
|
-67.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.490 |
| 1M High / 1M Low: |
0.690 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
