JP Morgan Put 130 DLTR 20.12.2024
/ DE000JK44RW1
JP Morgan Put 130 DLTR 20.12.2024/ DE000JK44RW1 /
| 28/06/2024 12:05:30 |
Chg.-0.13 |
Bid28/06/2024 |
Ask28/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
-5.06% |
2.44
Bid Size: 3,000 |
2.50
Ask Size: 3,000 |
Dollar Tree Inc |
130.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
2.32 |
| Time value: |
0.03 |
| Break-even: |
97.97 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.06 |
| Spread %: |
2.45% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-3.28 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.02% |
| 1 Month |
|
|
+29.10% |
| 3 Months |
|
|
+125.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.28 |
| 1M High / 1M Low: |
2.57 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
