JP Morgan Put 110 DLTR 16.01.2026
/ DE000JK7A730
JP Morgan Put 110 DLTR 16.01.2026/ DE000JK7A730 /
2024-07-12 8:28:19 AM |
Chg.-0.18 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
1.76EUR |
-9.28% |
1.76 Bid Size: 5,000 |
1.96 Ask Size: 5,000 |
Dollar Tree Inc |
110.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK7A73 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.44 |
Historic volatility: |
0.28 |
Parity: |
0.30 |
Time value: |
1.67 |
Break-even: |
81.46 |
Moneyness: |
1.03 |
Premium: |
0.17 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.20 |
Spread %: |
11.30% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-1.87 |
Rho: |
-0.86 |
Quote data
Open: |
1.76 |
High: |
1.76 |
Low: |
1.76 |
Previous Close: |
1.94 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.12% |
1 Month |
|
|
+5.39% |
3 Months |
|
|
+55.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.75 |
1M High / 1M Low: |
1.94 |
1.67 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |