JP Morgan Put 125 DLTR 17.05.2024
/ DE000JB7HYV3
JP Morgan Put 125 DLTR 17.05.2024/ DE000JB7HYV3 /
| 2024-05-13 10:06:08 AM |
Chg.-0.060 |
Bid11:45:55 AM |
Ask11:45:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-12.77% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
125.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
JB7HYV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-12-04 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
0.37 |
| Time value: |
0.09 |
| Break-even: |
111.46 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.05 |
| Spread %: |
12.20% |
| Delta: |
-0.72 |
| Theta: |
-0.23 |
| Omega: |
-17.64 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
+115.79% |
| 3 Months |
|
|
+32.26% |
| YTD |
|
|
+13.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.390 |
| 1M High / 1M Low: |
0.640 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.640 |
| Low (YTD): |
2024-03-13 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
