JP Morgan Put 90 DLTR 20.06.2025
/ DE000JK9FNX1
JP Morgan Put 90 DLTR 20.06.2025/ DE000JK9FNX1 /
| 19/11/2024 08:41:12 |
Chg.-0.18 |
Bid18:33:40 |
Ask18:33:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-6.45% |
2.66
Bid Size: 100,000 |
2.68
Ask Size: 100,000 |
Dollar Tree Inc |
90.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK9FNX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.37 |
| Parity: |
2.22 |
| Time value: |
0.44 |
| Break-even: |
58.35 |
| Moneyness: |
1.35 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
1.53% |
| Delta: |
-0.63 |
| Theta: |
-0.02 |
| Omega: |
-1.50 |
| Rho: |
-0.39 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.53% |
| 1 Month |
|
|
+10.13% |
| 3 Months |
|
|
+177.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.71 |
| 1M High / 1M Low: |
2.95 |
2.35 |
| 6M High / 6M Low: |
2.95 |
0.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.45% |
| Volatility 6M: |
|
132.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
