OverviewChartNewsTraderScreen

JP Morgan Put 100 DLTR 17.01.2025/  DE000JL1XQ54  /

EUWAX
25/07/2024  09:13:51 Chg.+0.140 Bid19:18:54 Ask19:18:54 Underlying Strike price Expiration date Option type
0.870EUR +19.18% 0.850
Bid Size: 75,000		 0.870
Ask Size: 75,000		 Dollar Tree Inc 100.00 - 17/01/2025 Put
 

Master data

WKN: JL1XQ5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 17/01/2025
Issue date: 04/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.40
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.43
Implied volatility: 0.29
Historic volatility: 0.28
Parity: 0.43
Time value: 0.49
Break-even: 90.80
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 6.98%
Delta: -0.51
Theta: -0.02
Omega: -5.33
Rho: -0.28
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.47%
1 Month  
+35.94%
3 Months  
+107.14%
YTD  
+107.14%
1 Year  
+93.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.710
1M High / 1M Low: 0.810 0.640
6M High / 6M Low: 0.810 0.220
High (YTD): 11/07/2024 0.810
Low (YTD): 13/03/2024 0.220
52W High: 03/10/2023 1.370
52W Low: 13/03/2024 0.220
Avg. price 1W:   0.738
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   0.652
Avg. volume 1Y:   0.000
Volatility 1M:   121.38%
Volatility 6M:   150.54%
Volatility 1Y:   123.48%
Volatility 3Y:   -