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JP Morgan Put 105 DLTR 21.06.2024/  DE000JS9QTQ1  /

EUWAX
2024-05-28  9:52:59 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% -
Bid Size: -		 -
Ask Size: -		 Dollar Tree Inc 105.00 - 2024-06-21 Put
 

Master data

WKN: JS9QTQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -39.34
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -0.12
Time value: 0.27
Break-even: 102.30
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.74
Spread abs.: 0.07
Spread %: 35.00%
Delta: -0.42
Theta: -0.06
Omega: -16.33
Rho: -0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+33.33%
3 Months  
+132.56%
YTD  
+17.65%
1 Year
  -58.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.140
6M High / 6M Low: 0.670 0.064
High (YTD): 2024-05-23 0.260
Low (YTD): 2024-03-13 0.064
52W High: 2023-10-03 1.180
52W Low: 2024-03-13 0.064
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.404
Avg. volume 1Y:   0.000
Volatility 1M:   235.45%
Volatility 6M:   236.06%
Volatility 1Y:   183.87%
Volatility 3Y:   -