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JP Morgan Call 165 DLTR 17.01.202.../  DE000JL0ZRZ3  /

EUWAX
2024-07-02  9:29:55 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.079EUR - -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 165.00 - 2025-01-17 Call
 

Master data

WKN: JL0ZRZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 165.00 -
Maturity: 2025-01-17
Issue date: 2023-04-06
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.28
Parity: -6.68
Time value: 0.18
Break-even: 166.80
Moneyness: 0.59
Premium: 0.70
Premium p.a.: 1.78
Spread abs.: 0.10
Spread %: 127.85%
Delta: 0.12
Theta: -0.02
Omega: 6.45
Rho: 0.05
 

Quote data

Open: 0.079
High: 0.079
Low: 0.079
Previous Close: 0.079
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.00%
3 Months
  -85.89%
YTD
  -94.19%
1 Year
  -96.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.100 0.053
6M High / 6M Low: 1.470 0.053
High (YTD): 2024-02-28 1.470
Low (YTD): 2024-06-27 0.053
52W High: 2023-07-31 2.350
52W Low: 2024-06-27 0.053
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   0.857
Avg. volume 1Y:   0.000
Volatility 1M:   245.23%
Volatility 6M:   195.73%
Volatility 1Y:   162.70%
Volatility 3Y:   -