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JP Morgan Put 110 DHI 17.01.2025/  DE000JL169K9  /

EUWAX
2024-07-09  9:22:25 AM Chg.-0.010 Bid6:16:30 PM Ask6:16:30 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.290
Bid Size: 50,000		 0.310
Ask Size: 50,000		 D R Horton Inc 110.00 - 2025-01-17 Put
 

Master data

WKN: JL169K
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-26
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -32.24
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -1.57
Time value: 0.39
Break-even: 106.10
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.08
Spread %: 25.81%
Delta: -0.21
Theta: -0.02
Omega: -6.93
Rho: -0.16
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+19.23%
3 Months     0.00%
YTD
  -36.73%
1 Year
  -77.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.320
1M High / 1M Low: 0.330 0.250
6M High / 6M Low: 0.560 0.200
High (YTD): 2024-02-20 0.560
Low (YTD): 2024-05-16 0.200
52W High: 2023-10-25 1.910
52W Low: 2024-05-16 0.200
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.362
Avg. volume 6M:   0.000
Avg. price 1Y:   0.779
Avg. volume 1Y:   0.000
Volatility 1M:   126.91%
Volatility 6M:   137.03%
Volatility 1Y:   116.85%
Volatility 3Y:   -