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JP Morgan Put 115 DHI 17.01.2025/  DE000JL4H855  /

EUWAX
7/10/2024  11:35:30 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
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: -26.20
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.28
Parity: -1.08
Time value: 0.48
Break-even: 110.20
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 20.00%
Delta: -0.27
Theta: -0.02
Omega: -7.00
Rho: -0.20
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month  
+11.11%
3 Months
  -16.67%
YTD
  -32.20%
1 Year
  -72.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.400
1M High / 1M Low: 0.430 0.320
6M High / 6M Low: 0.690 0.250
High (YTD): 2/19/2024 0.690
Low (YTD): 5/16/2024 0.250
52W High: 10/25/2023 2.190
52W Low: 5/16/2024 0.250
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   0.441
Avg. volume 6M:   2.240
Avg. price 1Y:   0.905
Avg. volume 1Y:   1.102
Volatility 1M:   126.07%
Volatility 6M:   143.90%
Volatility 1Y:   120.08%
Volatility 3Y:   -