JP Morgan Put 110 DLTR 19.07.2024
/ DE000JK5FK43
JP Morgan Put 110 DLTR 19.07.2024/ DE000JK5FK43 /
| 28/06/2024 10:20:56 |
Chg.-0.130 |
Bid12:35:47 |
Ask12:35:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-19.70% |
0.520
Bid Size: 5,000 |
0.550
Ask Size: 5,000 |
Dollar Tree Inc |
110.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JK5FK4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
0.45 |
| Time value: |
0.08 |
| Break-even: |
97.41 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
-0.73 |
| Theta: |
-0.04 |
| Omega: |
-13.41 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.26% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
+253.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.390 |
| 1M High / 1M Low: |
0.660 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
