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JP Morgan Call 130 DLTR 17.01.202.../  DE000JL4XDH8  /

EUWAX
2024-08-02  9:51:18 AM Chg.-0.110 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.320EUR -25.58% -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 130.00 - 2025-01-17 Call
 

Master data

WKN: JL4XDH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-06-05
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.25
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.28
Parity: -3.88
Time value: 0.41
Break-even: 134.10
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 1.32
Spread abs.: 0.07
Spread %: 20.59%
Delta: 0.24
Theta: -0.03
Omega: 5.35
Rho: 0.08
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -21.95%
3 Months
  -72.41%
YTD
  -88.81%
1 Year
  -91.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.490 0.320
6M High / 6M Low: 3.180 0.320
High (YTD): 2024-03-13 3.180
Low (YTD): 2024-08-02 0.320
52W High: 2023-08-04 3.860
52W Low: 2024-08-02 0.320
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   1.366
Avg. volume 6M:   0.000
Avg. price 1Y:   1.686
Avg. volume 1Y:   0.000
Volatility 1M:   250.32%
Volatility 6M:   167.27%
Volatility 1Y:   137.35%
Volatility 3Y:   -