JP Morgan Call 120 DLTR 15.11.2024
/ DE000JK86ZS3
JP Morgan Call 120 DLTR 15.11.202.../ DE000JK86ZS3 /
| 2024-06-07 4:31:56 PM |
Chg.-0.110 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-13.41% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK86ZS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.81 |
| Time value: |
0.68 |
| Break-even: |
117.85 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.05 |
| Spread %: |
7.35% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
6.73 |
| Rho: |
0.17 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.07% |
| 1 Month |
|
|
-49.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.710 |
| 1M High / 1M Low: |
1.410 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
