JP Morgan Put 80 DLTR 16.01.2026
/ DE000JK80868
JP Morgan Put 80 DLTR 16.01.2026/ DE000JK80868 /
| 11/13/2024 9:44:14 AM |
Chg.-0.03 |
Bid10:30:15 AM |
Ask10:30:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-1.20% |
2.46
Bid Size: 7,500 |
2.53
Ask Size: 7,500 |
Dollar Tree Inc |
80.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK8086 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
1.67 |
| Time value: |
0.85 |
| Break-even: |
50.15 |
| Moneyness: |
1.28 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
2.86% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-1.14 |
| Rho: |
-0.64 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+27.32% |
| 3 Months |
|
|
+128.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.21 |
| 1M High / 1M Low: |
2.50 |
1.95 |
| 6M High / 6M Low: |
2.50 |
0.50 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.81% |
| Volatility 6M: |
|
99.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
