JP Morgan Put 130 DLTR 20.12.2024
/ DE000JK44RW1
JP Morgan Put 130 DLTR 20.12.2024/ DE000JK44RW1 /
| 2024-11-13 4:07:33 PM |
Chg.-0.05 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.43EUR |
-0.77% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
130.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK44RW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-0.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.38 |
| Intrinsic value: |
6.38 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.37 |
| Parity: |
6.38 |
| Time value: |
0.10 |
| Break-even: |
57.65 |
| Moneyness: |
2.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.10 |
| Spread %: |
1.57% |
| Delta: |
-0.88 |
| Theta: |
-0.07 |
| Omega: |
-0.80 |
| Rho: |
-0.12 |
Quote data
| Open: |
6.43 |
| High: |
6.43 |
| Low: |
6.43 |
| Previous Close: |
6.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.58% |
| 1 Month |
|
|
+15.03% |
| 3 Months |
|
|
+87.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.48 |
6.33 |
| 1M High / 1M Low: |
6.48 |
5.59 |
| 6M High / 6M Low: |
6.48 |
1.56 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.36% |
| Volatility 6M: |
|
92.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
