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JP Morgan Call 155 DLTR 17.01.202.../  DE000JL0ZRW0  /

EUWAX
2024-07-02  9:29:55 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 155.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZRW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 155.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.84
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.28
Parity: -5.65
Time value: 0.23
Break-even: 157.30
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 1.42
Spread abs.: 0.10
Spread %: 76.92%
Delta: 0.15
Theta: -0.02
Omega: 6.34
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.00%
3 Months
  -83.75%
YTD
  -92.40%
1 Year
  -94.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.130
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: 1.860 0.090
High (YTD): 2024-02-28 1.860
Low (YTD): 2024-06-27 0.090
52W High: 2023-07-31 2.790
52W Low: 2024-06-27 0.090
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.859
Avg. volume 6M:   0.000
Avg. price 1Y:   1.105
Avg. volume 1Y:   0.000
Volatility 1M:   232.97%
Volatility 6M:   181.48%
Volatility 1Y:   152.65%
Volatility 3Y:   -