JP Morgan Put 160 DHI 17.01.2025
/ DE000JK4KYG4
JP Morgan Put 160 DHI 17.01.2025/ DE000JK4KYG4 /
| 2024-06-17 11:28:10 AM |
Chg.+0.02 |
Bid3:13:23 PM |
Ask3:13:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
+0.98% |
2.07
Bid Size: 3,000 |
2.13
Ask Size: 3,000 |
D R Horton Inc |
160.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK4KYG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
1.61 |
| Time value: |
0.39 |
| Break-even: |
129.50 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
3.88% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-4.13 |
| Rho: |
-0.60 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.41% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.99 |
| 1M High / 1M Low: |
2.26 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
