JP Morgan Put 140 DHI 17.01.2025
/ DE000JB8J938
JP Morgan Put 140 DHI 17.01.2025/ DE000JB8J938 /
| 24/06/2024 10:00:06 |
Chg.-0.08 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-7.27% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
140.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB8J93 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
13/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.22 |
| Time value: |
1.10 |
| Break-even: |
119.99 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
7.84% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-4.75 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.92% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+34.21% |
| YTD |
|
|
-17.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.04 |
| 1M High / 1M Low: |
1.17 |
0.92 |
| 6M High / 6M Low: |
1.50 |
0.69 |
| High (YTD): |
26/01/2024 |
1.50 |
| Low (YTD): |
16/05/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.76% |
| Volatility 6M: |
|
128.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
