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JP Morgan Put 115 DHI 17.01.2025/  DE000JL4H855  /

EUWAX
8/5/2024  10:56:19 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.180EUR +50.00% -
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: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -58.14
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.30
Parity: -4.78
Time value: 0.28
Break-even: 112.20
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.82
Spread abs.: 0.15
Spread %: 115.38%
Delta: -0.10
Theta: -0.03
Omega: -5.72
Rho: -0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.64%
1 Month
  -58.14%
3 Months
  -53.85%
YTD
  -69.49%
1 Year
  -86.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.430 0.100
6M High / 6M Low: 0.690 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:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.383
Avg. volume 6M:   2.240
Avg. price 1Y:   0.828
Avg. volume 1Y:   1.111
Volatility 1M:   244.73%
Volatility 6M:   167.28%
Volatility 1Y:   137.15%
Volatility 3Y:   -