JP Morgan Put 115 DLTR 17.05.2024
/ DE000JB24WE0
JP Morgan Put 115 DLTR 17.05.2024/ DE000JB24WE0 /
| 2024-05-10 9:52:31 AM |
Chg.-0.022 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-37.93% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
115.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB24WE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 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: |
-115.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.30 |
| Parity: |
-0.56 |
| Time value: |
0.10 |
| Break-even: |
105.79 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
30.83 |
| Spread abs.: |
0.07 |
| Spread %: |
259.26% |
| Delta: |
-0.21 |
| Theta: |
-0.18 |
| Omega: |
-24.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.058 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.14% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-81.05% |
| YTD |
|
|
-82.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.036 |
| 1M High / 1M Low: |
0.140 |
0.036 |
| 6M High / 6M Low: |
1.120 |
0.036 |
| High (YTD): |
2024-01-19 |
0.320 |
| Low (YTD): |
2024-05-10 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
641.72% |
| Volatility 6M: |
|
367.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
