JP Morgan Put 120 DHI 16.08.2024
/ DE000JB927B1
JP Morgan Put 120 DHI 16.08.2024/ DE000JB927B1 /
12/07/2024 10:20:29 |
Chg.-0.049 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-59.76% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
120.00 USD |
16/08/2024 |
Put |
Master data
WKN: |
JB927B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-90.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.28 |
Parity: |
-3.09 |
Time value: |
0.16 |
Break-even: |
108.47 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
8.27 |
Spread abs.: |
0.13 |
Spread %: |
639.13% |
Delta: |
-0.10 |
Theta: |
-0.08 |
Omega: |
-9.03 |
Rho: |
-0.01 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.082 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-76.43% |
1 Month |
|
|
-67.00% |
3 Months |
|
|
-84.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.033 |
1M High / 1M Low: |
0.140 |
0.033 |
6M High / 6M Low: |
0.450 |
0.033 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.207 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.18% |
Volatility 6M: |
|
277.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |