JP Morgan Call 140 DLTR 17.01.2025
/ DE000JL5EWH5
JP Morgan Call 140 DLTR 17.01.202.../ DE000JL5EWH5 /
08/08/2024 08:37:37 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
- |
- Bid Size: - |
- Ask Size: - |
Dollar Tree Inc |
140.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL5EWH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
17/01/2025 |
Issue date: |
31/05/2023 |
Last trading day: |
08/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.28 |
Parity: |
-6.35 |
Time value: |
0.23 |
Break-even: |
142.30 |
Moneyness: |
0.55 |
Premium: |
0.86 |
Premium p.a.: |
4.11 |
Spread abs.: |
0.09 |
Spread %: |
64.29% |
Delta: |
0.15 |
Theta: |
-0.03 |
Omega: |
5.01 |
Rho: |
0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-46.43% |
3 Months |
|
|
-76.19% |
YTD |
|
|
-93.62% |
1 Year |
|
|
-89.13% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.280 |
0.150 |
6M High / 6M Low: |
2.560 |
0.150 |
High (YTD): |
28/02/2024 |
2.590 |
Low (YTD): |
08/08/2024 |
0.150 |
52W High: |
28/02/2024 |
2.590 |
52W Low: |
08/08/2024 |
0.150 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.200 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.192 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
200.37% |
Volatility 6M: |
|
189.98% |
Volatility 1Y: |
|
148.67% |
Volatility 3Y: |
|
- |