JP Morgan Call 130 DLTR 21.06.2024
/ DE000JL4SBB5
JP Morgan Call 130 DLTR 21.06.202.../ DE000JL4SBB5 /
| 2024-05-28 9:37:21 AM |
Chg.-0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.170
Bid Size: 3,000 |
0.220
Ask Size: 3,000 |
Dollar Tree Inc |
130.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL4SBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.28 |
| Parity: |
-2.36 |
| Time value: |
0.23 |
| Break-even: |
132.30 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
23.18 |
| Spread abs.: |
0.05 |
| Spread %: |
27.78% |
| Delta: |
0.20 |
| Theta: |
-0.13 |
| Omega: |
9.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
-92.67% |
| YTD |
|
|
-91.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.400 |
0.140 |
| 6M High / 6M Low: |
2.410 |
0.140 |
| High (YTD): |
2024-03-13 |
2.410 |
| Low (YTD): |
2024-05-23 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.48% |
| Volatility 6M: |
|
190.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
