JP Morgan Put 115 DHI 17.01.2025
/ DE000JL4H855
JP Morgan Put 115 DHI 17.01.2025/ DE000JL4H855 /
8/13/2024 11:19:38 AM |
Chg.- |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
- |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
115.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JL4H85 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 - |
Maturity: |
1/17/2025 |
Issue date: |
5/22/2023 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-77.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.29 |
Parity: |
-5.52 |
Time value: |
0.22 |
Break-even: |
112.80 |
Moneyness: |
0.68 |
Premium: |
0.34 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.10 |
Spread %: |
83.33% |
Delta: |
-0.08 |
Theta: |
-0.03 |
Omega: |
-6.03 |
Rho: |
-0.05 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-79.66% |
1 Year |
|
|
-92.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.140 |
0.120 |
6M High / 6M Low: |
0.530 |
0.100 |
High (YTD): |
2/19/2024 |
0.690 |
Low (YTD): |
8/1/2024 |
0.100 |
52W High: |
10/25/2023 |
2.190 |
52W Low: |
8/1/2024 |
0.100 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.329 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.742 |
Avg. volume 1Y: |
|
1.197 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
194.23% |
Volatility 1Y: |
|
150.95% |
Volatility 3Y: |
|
- |