JP Morgan Put 115 DLTR 17.01.2025
/ DE000JL0RUB5
JP Morgan Put 115 DLTR 17.01.2025/ DE000JL0RUB5 /
| 2024-07-08 9:52:05 AM |
Chg.-0.02 |
Bid5:23:23 PM |
Ask5:23:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-1.47% |
1.33
Bid Size: 75,000 |
1.35
Ask Size: 75,000 |
Dollar Tree Inc |
115.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL0RUB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
1.65 |
| Time value: |
-0.26 |
| Break-even: |
101.10 |
| Moneyness: |
1.17 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.47% |
| 1 Month |
|
|
+21.82% |
| 3 Months |
|
|
+97.06% |
| YTD |
|
|
+86.11% |
| 1 Year |
|
|
+52.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.33 |
| 1M High / 1M Low: |
1.52 |
1.16 |
| 6M High / 6M Low: |
1.52 |
0.42 |
| High (YTD): |
2024-06-27 |
1.52 |
| Low (YTD): |
2024-03-13 |
0.42 |
| 52W High: |
2023-10-03 |
2.10 |
| 52W Low: |
2024-03-13 |
0.42 |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.09 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.51% |
| Volatility 6M: |
|
160.01% |
| Volatility 1Y: |
|
126.78% |
| Volatility 3Y: |
|
- |
