JP Morgan Put 110 DLTR 18.10.2024
/ DE000JK9YLR8
JP Morgan Put 110 DLTR 18.10.2024/ DE000JK9YLR8 /
| 2024-07-12 8:43:40 AM |
Chg.-0.22 |
Bid9:18:11 AM |
Ask9:18:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.85EUR |
-20.56% |
0.85
Bid Size: 5,000 |
0.90
Ask Size: 5,000 |
Dollar Tree Inc |
110.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK9YLR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.30 |
| Time value: |
0.61 |
| Break-even: |
92.06 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.05 |
| Spread %: |
5.81% |
| Delta: |
-0.50 |
| Theta: |
-0.03 |
| Omega: |
-5.39 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.85 |
| High: |
0.85 |
| Low: |
0.85 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+14.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.84 |
| 1M High / 1M Low: |
1.07 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
