JP Morgan Put 100 DLTR 15.11.2024
/ DE000JK8DEK4
JP Morgan Put 100 DLTR 15.11.2024/ DE000JK8DEK4 /
16/08/2024 08:55:00 |
Chg.-0.280 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-24.35% |
- Bid Size: - |
- Ask Size: - |
Dollar Tree Inc |
100.00 - |
15/11/2024 |
Put |
Master data
WKN: |
JK8DEK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 - |
Maturity: |
15/11/2024 |
Issue date: |
23/04/2024 |
Last trading day: |
14/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
1.04 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
1.04 |
Time value: |
-0.21 |
Break-even: |
91.70 |
Moneyness: |
1.12 |
Premium: |
-0.02 |
Premium p.a.: |
-0.09 |
Spread abs.: |
0.03 |
Spread %: |
3.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.870 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.35% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+148.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.870 |
1M High / 1M Low: |
1.160 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.798 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |