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JP Morgan Call 160 DLTR 17.01.202.../  DE000JL0ZRX8  /

EUWAX
2024-07-02  9:29:55 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.100EUR - -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 160.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZRX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.27
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.28
Parity: -6.15
Time value: 0.20
Break-even: 162.00
Moneyness: 0.62
Premium: 0.64
Premium p.a.: 1.56
Spread abs.: 0.10
Spread %: 100.00%
Delta: 0.13
Theta: -0.02
Omega: 6.45
Rho: 0.06
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.50%
3 Months
  -85.29%
YTD
  -93.42%
1 Year
  -95.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.100
1M High / 1M Low: 0.150 0.069
6M High / 6M Low: 1.660 0.069
High (YTD): 2024-02-28 1.660
Low (YTD): 2024-06-27 0.069
52W High: 2023-07-31 2.560
52W Low: 2024-06-27 0.069
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.737
Avg. volume 6M:   0.000
Avg. price 1Y:   0.976
Avg. volume 1Y:   0.000
Volatility 1M:   220.08%
Volatility 6M:   186.01%
Volatility 1Y:   156.73%
Volatility 3Y:   -