JP Morgan Put 110 DLTR 20.12.2024
/ DE000JK44RS9
JP Morgan Put 110 DLTR 20.12.2024/ DE000JK44RS9 /
| 09/07/2024 14:30:15 |
Chg.0.00 |
Bid09/07/2024 |
Ask09/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
0.00% |
1.03
Bid Size: 5,000 |
1.07
Ask Size: 5,000 |
Dollar Tree Inc |
110.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
JK44RS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.30 |
| Time value: |
0.78 |
| Break-even: |
90.76 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
4.85% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-4.30 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.96% |
| 1 Month |
|
|
+21.18% |
| 3 Months |
|
|
+94.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
1.03 |
| 1M High / 1M Low: |
1.20 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
