JP Morgan Put 110 DLTR 21.06.2024
/ DE000JS80ND7
JP Morgan Put 110 DLTR 21.06.2024/ DE000JS80ND7 /
2024-06-03 8:54:51 AM |
Chg.-0.110 |
Bid12:35:43 PM |
Ask12:35:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-28.95% |
0.270 Bid Size: 5,000 |
0.310 Ask Size: 5,000 |
Dollar Tree Inc |
110.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JS80ND |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-08 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-32.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.28 |
Historic volatility: |
0.28 |
Parity: |
0.13 |
Time value: |
0.20 |
Break-even: |
106.70 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.05 |
Spread %: |
17.86% |
Delta: |
-0.55 |
Theta: |
-0.07 |
Omega: |
-18.21 |
Rho: |
-0.03 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-3.57% |
3 Months |
|
|
+107.69% |
YTD |
|
|
+17.39% |
1 Year |
|
|
-61.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.340 |
1M High / 1M Low: |
0.470 |
0.220 |
6M High / 6M Low: |
0.500 |
0.096 |
High (YTD): |
2024-05-30 |
0.470 |
Low (YTD): |
2024-04-02 |
0.096 |
52W High: |
2023-10-03 |
1.420 |
52W Low: |
2024-04-02 |
0.096 |
Avg. price 1W: |
|
0.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.508 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
228.77% |
Volatility 6M: |
|
275.40% |
Volatility 1Y: |
|
212.29% |
Volatility 3Y: |
|
- |