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JP Morgan Put 120 DHI 17.01.2025/  DE000JL66WW2  /

EUWAX
2024-06-24  10:58:41 AM Chg.-0.040 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.430EUR -8.51% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 120.00 - 2025-01-17 Put
 

Master data

WKN: JL66WW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-06-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.12
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.29
Parity: -1.32
Time value: 0.51
Break-even: 114.90
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 18.60%
Delta: -0.25
Theta: -0.02
Omega: -6.59
Rho: -0.22
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month
  -8.51%
3 Months  
+16.22%
YTD
  -37.68%
1 Year
  -73.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.450
1M High / 1M Low: 0.500 0.400
6M High / 6M Low: 0.810 0.310
High (YTD): 2024-01-24 0.810
Low (YTD): 2024-05-16 0.310
52W High: 2023-10-25 2.490
52W Low: 2024-05-16 0.310
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   0.554
Avg. volume 6M:   0.000
Avg. price 1Y:   1.105
Avg. volume 1Y:   0.000
Volatility 1M:   119.82%
Volatility 6M:   135.40%
Volatility 1Y:   112.87%
Volatility 3Y:   -