JP Morgan Put 120 DLTR 16.01.2026
/ DE000JK7A748
JP Morgan Put 120 DLTR 16.01.2026/ DE000JK7A748 /
| 02/07/2024 08:29:21 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 - |
16/01/2026 |
Put |
Master data
| WKN: |
JK7A74 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
03/04/2024 |
| Last trading day: |
02/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
2.15 |
| Time value: |
0.30 |
| Break-even: |
95.50 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.15 |
| Spread %: |
6.52% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-2.31 |
| Rho: |
-1.24 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.44% |
| 1 Month |
|
|
+12.32% |
| 3 Months |
|
|
+54.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
2.28 |
| 1M High / 1M Low: |
2.44 |
2.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
