JP Morgan Put 125 DHI 17.01.2025
/ DE000JL7FQS7
JP Morgan Put 125 DHI 17.01.2025/ DE000JL7FQS7 /
| 2024-06-25 10:32:41 AM |
Chg.-0.030 |
Bid5:35:26 PM |
Ask5:35:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
0.570
Bid Size: 50,000 |
0.590
Ask Size: 50,000 |
D R Horton Inc |
125.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL7FQS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.28 |
| Parity: |
-0.92 |
| Time value: |
0.58 |
| Break-even: |
119.20 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.08 |
| Spread %: |
16.00% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-6.80 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.07% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
+8.51% |
| YTD |
|
|
-37.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.640 |
0.500 |
| 6M High / 6M Low: |
0.950 |
0.380 |
| High (YTD): |
2024-02-19 |
0.950 |
| Low (YTD): |
2024-05-16 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
1.200 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.32% |
| Volatility 6M: |
|
143.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
