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JP Morgan Put 105 DLTR 21.06.2024/  DE000JS9QTQ1  /

EUWAX
2024-05-23  2:23:59 PM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.260EUR +23.81% -
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: -35.03
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.30
Parity: -0.01
Time value: 0.30
Break-even: 102.00
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.44
Spread abs.: 0.05
Spread %: 20.00%
Delta: -0.46
Theta: -0.05
Omega: -16.26
Rho: -0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+62.50%
3 Months  
+136.36%
YTD  
+52.94%
1 Year
  -27.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.690 0.064
High (YTD): 2024-01-19 0.250
Low (YTD): 2024-03-13 0.064
52W High: 2023-10-03 1.180
52W Low: 2024-03-13 0.064
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   0.407
Avg. volume 1Y:   0.000
Volatility 1M:   220.18%
Volatility 6M:   232.81%
Volatility 1Y:   184.15%
Volatility 3Y:   -