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JP Morgan Put 100 DLTR 17.01.2025/  DE000JL1XQ54  /

EUWAX
7/8/2024  9:17:43 AM Chg.-0.020 Bid1:29:12 PM Ask1:29:12 PM Underlying Strike price Expiration date Option type
0.660EUR -2.94% 0.650
Bid Size: 5,000		 0.690
Ask Size: 5,000		 Dollar Tree Inc 100.00 - 1/17/2025 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: 1/17/2025
Issue date: 5/4/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.69
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.15
Implied volatility: 0.26
Historic volatility: 0.28
Parity: 0.15
Time value: 0.57
Break-even: 92.80
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.06
Spread %: 9.09%
Delta: -0.45
Theta: -0.01
Omega: -6.20
Rho: -0.27
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+22.22%
3 Months  
+94.12%
YTD  
+57.14%
1 Year  
+17.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.660
1M High / 1M Low: 0.770 0.570
6M High / 6M Low: 0.770 0.220
High (YTD): 6/27/2024 0.770
Low (YTD): 3/13/2024 0.220
52W High: 10/3/2023 1.370
52W Low: 3/13/2024 0.220
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   0.466
Avg. volume 6M:   0.000
Avg. price 1Y:   0.641
Avg. volume 1Y:   0.000
Volatility 1M:   95.93%
Volatility 6M:   145.59%
Volatility 1Y:   120.82%
Volatility 3Y:   -