JP Morgan Call 125 DLTR 17.01.2025
/ DE000JB1BRF6
JP Morgan Call 125 DLTR 17.01.202.../ DE000JB1BRF6 /
| 2024-07-01 2:28:07 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JB1BRF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
-2.93 |
| Time value: |
0.63 |
| Break-even: |
131.30 |
| Moneyness: |
0.77 |
| Premium: |
0.37 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.06 |
| Spread %: |
10.53% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
4.88 |
| Rho: |
0.12 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+29.55% |
| 3 Months |
|
|
-59.57% |
| YTD |
|
|
-81.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.570 |
0.440 |
| 6M High / 6M Low: |
3.500 |
0.440 |
| High (YTD): |
2024-03-05 |
3.500 |
| Low (YTD): |
2024-06-27 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.816 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.78% |
| Volatility 6M: |
|
144.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
