JP Morgan Put 115 DLTR 16.08.2024
/ DE000JB7R3K0
JP Morgan Put 115 DLTR 16.08.2024/ DE000JB7R3K0 /
| 2024-07-05 10:48:24 AM |
Chg.0.000 |
Bid11:37:44 AM |
Ask11:37:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
0.00% |
0.900
Bid Size: 5,000 |
0.950
Ask Size: 5,000 |
Dollar Tree Inc |
115.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7R3K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.84 |
| Time value: |
0.13 |
| Break-even: |
96.68 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
7.78% |
| Delta: |
-0.73 |
| Theta: |
-0.04 |
| Omega: |
-7.37 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.22% |
| 1 Month |
|
|
+119.51% |
| 3 Months |
|
|
+172.73% |
| YTD |
|
|
+119.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.820 |
| 1M High / 1M Low: |
1.130 |
0.410 |
| 6M High / 6M Low: |
1.130 |
0.190 |
| High (YTD): |
2024-06-27 |
1.130 |
| Low (YTD): |
2024-03-12 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.25% |
| Volatility 6M: |
|
233.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
