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JP Morgan Call 125 DLTR 17.05.202.../  DE000JB24WG5  /

EUWAX
2024-05-13  10:07:52 AM Chg.+0.001 Bid7:29:46 PM Ask7:29:46 PM Underlying Strike price Expiration date Option type
0.052EUR +1.96% 0.041
Bid Size: 50,000		 0.056
Ask Size: 50,000		 Dollar Tree Inc 125.00 USD 2024-05-17 Call
 

Master data

WKN: JB24WG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-05-17
Issue date: 2023-09-15
Last trading day: 2024-05-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.04
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -0.37
Time value: 0.10
Break-even: 117.08
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 40.97
Spread abs.: 0.05
Spread %: 89.66%
Delta: 0.28
Theta: -0.26
Omega: 31.18
Rho: 0.00
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.26%
1 Month
  -93.25%
3 Months
  -97.52%
YTD
  -97.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.045
1M High / 1M Low: 0.480 0.045
6M High / 6M Low: 2.600 0.045
High (YTD): 2024-03-13 2.600
Low (YTD): 2024-05-09 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   1.277
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.79%
Volatility 6M:   254.65%
Volatility 1Y:   -
Volatility 3Y:   -