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JP Morgan Put 115 DHI 21.06.2024/  DE000JL4WYF0  /

EUWAX
2024-06-05  10:45:43 AM Chg.-0.001 Bid5:57:15 PM Ask5:57:15 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.005
Bid Size: 15,000		 0.045
Ask Size: 15,000		 D R Horton Inc 115.00 - 2024-06-21 Put
 

Master data

WKN: JL4WYF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.28
Parity: -1.72
Time value: 0.16
Break-even: 113.40
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 19.80
Spread abs.: 0.15
Spread %: 2,566.67%
Delta: -0.15
Theta: -0.14
Omega: -12.36
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.55%
1 Month
  -79.17%
3 Months
  -94.12%
YTD
  -97.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.006
1M High / 1M Low: 0.030 0.006
6M High / 6M Low: 0.430 0.006
High (YTD): 2024-02-20 0.200
Low (YTD): 2024-06-04 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   477.57%
Volatility 6M:   343.60%
Volatility 1Y:   -
Volatility 3Y:   -