JP Morgan Put 105 DLTR 20.12.2024
/ DE000JK44RR1
JP Morgan Put 105 DLTR 20.12.2024/ DE000JK44RR1 /
8/12/2024 12:23:24 PM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.45EUR |
- |
- Bid Size: - |
- Ask Size: - |
Dollar Tree Inc |
105.00 - |
12/20/2024 |
Put |
Master data
WKN: |
JK44RR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
105.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
2.09 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
2.09 |
Time value: |
-0.53 |
Break-even: |
89.40 |
Moneyness: |
1.25 |
Premium: |
-0.06 |
Premium p.a.: |
-0.17 |
Spread abs.: |
0.04 |
Spread %: |
2.63% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.45 |
High: |
1.45 |
Low: |
1.45 |
Previous Close: |
1.46 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-1.36% |
1 Month |
|
|
+81.25% |
3 Months |
|
|
+133.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.45 |
1M High / 1M Low: |
1.47 |
0.80 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.46 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |