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JP Morgan Call 150 DLTR 17.01.202.../  DE000JL0ZRV2  /

EUWAX
2024-07-02  9:29:55 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 150.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZRV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -5.15
Time value: 0.26
Break-even: 152.60
Moneyness: 0.66
Premium: 0.55
Premium p.a.: 1.29
Spread abs.: 0.09
Spread %: 52.94%
Delta: 0.17
Theta: -0.02
Omega: 6.27
Rho: 0.07
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.170
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -38.46%
3 Months
  -83.16%
YTD
  -91.62%
1 Year
  -93.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 2.080 0.120
High (YTD): 2024-03-13 2.080
Low (YTD): 2024-06-27 0.120
52W High: 2023-07-31 3.030
52W Low: 2024-06-27 0.120
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.981
Avg. volume 6M:   0.000
Avg. price 1Y:   1.242
Avg. volume 1Y:   0.000
Volatility 1M:   191.21%
Volatility 6M:   168.53%
Volatility 1Y:   143.80%
Volatility 3Y:   -