JP Morgan Put 100 DLTR 18.10.2024
/ DE000JK9YLQ0
JP Morgan Put 100 DLTR 18.10.2024/ DE000JK9YLQ0 /
7/4/2024 12:38:03 PM |
Chg.+0.020 |
Bid5:42:44 PM |
Ask5:42:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
0.450 Bid Size: 3,000 |
0.520 Ask Size: 3,000 |
Dollar Tree Inc |
100.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
JK9YLQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
5/21/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.28 |
Parity: |
-0.55 |
Time value: |
0.53 |
Break-even: |
87.37 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.07 |
Spread %: |
15.22% |
Delta: |
-0.34 |
Theta: |
-0.03 |
Omega: |
-6.21 |
Rho: |
-0.11 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
+40.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.430 |
1M High / 1M Low: |
0.550 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.413 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |