JP Morgan Put 105 DLTR 20.12.2024
/ DE000JK44RR1
JP Morgan Put 105 DLTR 20.12.2024/ DE000JK44RR1 /
| 2024-05-31 5:18:35 PM |
Chg.-0.120 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-15.00% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
105.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK44RR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-1.19 |
| Time value: |
0.71 |
| Break-even: |
89.69 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.06 |
| Spread %: |
9.23% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-4.26 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.680 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+11.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.680 |
| 1M High / 1M Low: |
0.800 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
