JP Morgan Put 105 DLTR 17.01.2025
/ DE000JL2DGF1
JP Morgan Put 105 DLTR 17.01.2025/ DE000JL2DGF1 /
2024-07-11 10:37:44 AM |
Chg.- |
Bid8:04:13 AM |
Ask8:04:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.03EUR |
- |
0.87 Bid Size: 5,000 |
0.94 Ask Size: 5,000 |
Dollar Tree Inc |
105.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JL2DGF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-27 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.29 |
Historic volatility: |
0.28 |
Parity: |
0.68 |
Time value: |
0.42 |
Break-even: |
94.00 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.07 |
Spread %: |
6.80% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-4.93 |
Rho: |
-0.34 |
Quote data
Open: |
1.03 |
High: |
1.03 |
Low: |
1.03 |
Previous Close: |
0.97 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.39% |
1 Month |
|
|
+35.53% |
3 Months |
|
|
+139.53% |
YTD |
|
|
+101.96% |
1 Year |
|
|
+71.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.97 |
0.84 |
1M High / 1M Low: |
0.99 |
0.76 |
6M High / 6M Low: |
0.99 |
0.27 |
High (YTD): |
2024-06-27 |
0.99 |
Low (YTD): |
2024-03-13 |
0.27 |
52W High: |
2023-10-03 |
1.59 |
52W Low: |
2024-03-13 |
0.27 |
Avg. price 1W: |
|
0.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.59 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.77 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
110.20% |
Volatility 6M: |
|
154.92% |
Volatility 1Y: |
|
123.51% |
Volatility 3Y: |
|
- |