JP Morgan Put 120 DLTR 20.12.2024
/ DE000JK44RU5
JP Morgan Put 120 DLTR 20.12.2024/ DE000JK44RU5 /
9/6/2024 5:14:23 PM |
Chg.-0.28 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.72EUR |
-5.60% |
- Bid Size: - |
- Ask Size: - |
Dollar Tree Inc |
120.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK44RU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.64 |
Intrinsic value: |
4.64 |
Implied volatility: |
1.13 |
Historic volatility: |
0.34 |
Parity: |
4.64 |
Time value: |
0.36 |
Break-even: |
58.00 |
Moneyness: |
1.75 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.32 |
Spread %: |
6.84% |
Delta: |
-0.73 |
Theta: |
-0.05 |
Omega: |
-0.90 |
Rho: |
-0.27 |
Quote data
Open: |
4.66 |
High: |
4.72 |
Low: |
4.66 |
Previous Close: |
5.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.50% |
1 Month |
|
|
+99.16% |
3 Months |
|
|
+271.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.00 |
3.20 |
1M High / 1M Low: |
5.00 |
2.03 |
6M High / 6M Low: |
5.00 |
0.50 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.65 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.52 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.20% |
Volatility 6M: |
|
158.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |