JP Morgan Put 90 DLTR 18.10.2024
/ DE000JT0WGL5
JP Morgan Put 90 DLTR 18.10.2024/ DE000JT0WGL5 /
| 08/07/2024 11:07:15 |
Chg.-0.010 |
Bid17:48:25 |
Ask17:48:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.200
Bid Size: 75,000 |
0.210
Ask Size: 75,000 |
Dollar Tree Inc |
90.00 USD |
18/10/2024 |
Put |
Master data
| WKN: |
JT0WGL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-1.54 |
| Time value: |
0.22 |
| Break-even: |
80.92 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.05 |
| Spread %: |
26.32% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-7.73 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.190 |
| 1M High / 1M Low: |
0.250 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
