JP Morgan Put 135 DHI 21.06.2024
/ DE000JB8DQN3
JP Morgan Put 135 DHI 21.06.2024/ DE000JB8DQN3 /
| 2024-06-05 10:53:20 AM |
Chg.+0.020 |
Bid2:32:34 PM |
Ask2:32:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.091EUR |
+28.17% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
135.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JB8DQN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-89.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-0.82 |
| Time value: |
0.15 |
| Break-even: |
122.59 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
3.97 |
| Spread abs.: |
0.06 |
| Spread %: |
66.67% |
| Delta: |
-0.21 |
| Theta: |
-0.10 |
| Omega: |
-19.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.091 |
| High: |
0.091 |
| Low: |
0.091 |
| Previous Close: |
0.071 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.33% |
| 1 Month |
|
|
-52.11% |
| 3 Months |
|
|
-72.42% |
| YTD |
|
|
-81.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.066 |
| 1M High / 1M Low: |
0.150 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-19 |
0.660 |
| Low (YTD): |
2024-05-16 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
584.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
