JP Morgan Put 100 DLTR 21.03.2025
/ DE000JK9YD94
JP Morgan Put 100 DLTR 21.03.2025/ DE000JK9YD94 /
7/16/2024 12:03:46 PM |
Chg.- |
Bid1:30:10 PM |
Ask1:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
- |
0.950 Bid Size: 5,000 |
1.010 Ask Size: 5,000 |
Dollar Tree Inc |
100.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
JK9YD9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/20/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-0.44 |
Time value: |
0.89 |
Break-even: |
82.83 |
Moneyness: |
0.95 |
Premium: |
0.14 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.07 |
Spread %: |
8.99% |
Delta: |
-0.35 |
Theta: |
-0.02 |
Omega: |
-3.80 |
Rho: |
-0.29 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.36% |
1 Month |
|
|
+18.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.790 |
1M High / 1M Low: |
0.980 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.824 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |