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JP Morgan Call 135 DLTR 17.01.202.../  DE000JL4S5P5  /

EUWAX
2024-06-20  9:48:55 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.360EUR - -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 135.00 - 2025-01-17 Call
 

Master data

WKN: JL4S5P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.46
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -3.65
Time value: 0.42
Break-even: 139.20
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.93
Spread abs.: 0.05
Spread %: 13.51%
Delta: 0.25
Theta: -0.03
Omega: 5.76
Rho: 0.11
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.360
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months
  -72.52%
YTD
  -86.15%
1 Year
  -88.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: 2.880 0.330
High (YTD): 2024-03-13 2.880
Low (YTD): 2024-06-14 0.330
52W High: 2023-07-31 3.830
52W Low: 2024-06-14 0.330
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.393
Avg. volume 1M:   0.000
Avg. price 6M:   1.559
Avg. volume 6M:   0.000
Avg. price 1Y:   1.811
Avg. volume 1Y:   0.000
Volatility 1M:   167.06%
Volatility 6M:   147.13%
Volatility 1Y:   125.25%
Volatility 3Y:   -