JP Morgan Call 120 DLTR 21.06.2024
/ DE000JB2PJJ3
JP Morgan Call 120 DLTR 21.06.202.../ DE000JB2PJJ3 /
| 2024-05-24 11:43:01 AM |
Chg.+0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+13.89% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB2PJJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
0.47 |
| Break-even: |
115.33 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
0.43 |
| Theta: |
-0.12 |
| Omega: |
9.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.06% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-85.51% |
| YTD |
|
|
-84.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.360 |
| 1M High / 1M Low: |
0.820 |
0.360 |
| 6M High / 6M Low: |
3.100 |
0.360 |
| High (YTD): |
2024-03-08 |
3.100 |
| Low (YTD): |
2024-05-23 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.740 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.65% |
| Volatility 6M: |
|
161.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
