JP Morgan Call 120 DLTR 07.06.2024
/ DE000JK9UJY6
JP Morgan Call 120 DLTR 07.06.202.../ DE000JK9UJY6 /
| 2024-05-27 12:23:32 PM |
Chg.- |
Bid9:07:45 AM |
Ask9:07:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
- |
0.450
Bid Size: 5,000 |
0.490
Ask Size: 5,000 |
Dollar Tree Inc |
120.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
JK9UJY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
0.52 |
| Break-even: |
115.83 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
15.94 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.44 |
| Theta: |
-0.32 |
| Omega: |
9.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
