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JP Morgan Call 125 DLTR 21.06.202.../  DE000JB0YQA3  /

EUWAX
2024-06-03  12:01:16 PM Chg.+0.080 Bid1:01:14 PM Ask1:01:14 PM Underlying Strike price Expiration date Option type
0.360EUR +28.57% 0.380
Bid Size: 5,000		 0.410
Ask Size: 5,000		 Dollar Tree Inc 125.00 USD 2024-06-21 Call
 

Master data

WKN: JB0YQA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 125.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.77
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.28
Parity: -0.65
Time value: 0.38
Break-even: 118.96
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 5.24
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.38
Theta: -0.17
Omega: 10.81
Rho: 0.02
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -30.77%
3 Months
  -85.31%
YTD
  -84.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.570 0.210
6M High / 6M Low: 2.790 0.210
High (YTD): 2024-03-05 2.790
Low (YTD): 2024-05-29 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   1.404
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.14%
Volatility 6M:   172.78%
Volatility 1Y:   -
Volatility 3Y:   -