JP Morgan Put 90 DLTR 21.03.2025
/ DE000JK9YDC7
JP Morgan Put 90 DLTR 21.03.2025/ DE000JK9YDC7 /
| 30/08/2024 11:39:33 |
Chg.+0.39 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
+43.82% |
1.29
Bid Size: 5,000 |
1.33
Ask Size: 5,000 |
Dollar Tree Inc |
90.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
JK9YDC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
20/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
0.50 |
| Time value: |
0.71 |
| Break-even: |
69.43 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
3.10% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-3.09 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
0.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+178.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.28 |
0.82 |
| 1M High / 1M Low: |
1.28 |
0.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
