JP Morgan Put 130 DLTR 20.12.2024
/ DE000JK44RW1
JP Morgan Put 130 DLTR 20.12.2024/ DE000JK44RW1 /
| 2024-05-23 4:01:01 PM |
Chg.-0.02 |
Bid4:30:09 PM |
Ask4:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-1.00% |
1.99
Bid Size: 75,000 |
2.01
Ask Size: 75,000 |
Dollar Tree Inc |
130.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK44RW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.50 |
| Time value: |
0.54 |
| Break-even: |
99.69 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
3.03% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-3.02 |
| Rho: |
-0.47 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.88% |
| 1 Month |
|
|
+30.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.56 |
| 1M High / 1M Low: |
2.01 |
1.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
