JP Morgan Put 120 DLTR 17.05.2024
/ DE000JB6WQK3
JP Morgan Put 120 DLTR 17.05.2024/ DE000JB6WQK3 /
| 2024-05-13 10:29:10 AM |
Chg.-0.050 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-29.41% |
0.150
Bid Size: 5,000 |
0.200
Ask Size: 5,000 |
Dollar Tree Inc |
120.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB6WQK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
-0.10 |
| Time value: |
0.18 |
| Break-even: |
109.62 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
8.19 |
| Spread abs.: |
0.05 |
| Spread %: |
38.46% |
| Delta: |
-0.42 |
| Theta: |
-0.27 |
| Omega: |
-26.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.120 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.84% |
| 1 Month |
|
|
+31.87% |
| 3 Months |
|
|
-47.83% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.140 |
| 1M High / 1M Low: |
0.340 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-19 |
0.440 |
| Low (YTD): |
2024-04-02 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
