JP Morgan Put 120 DHI 17.01.2025
/ DE000JL66WW2
JP Morgan Put 120 DHI 17.01.2025/ DE000JL66WW2 /
11/10/2024 11:36:13 |
Chg.+0.002 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
120.00 - |
17/01/2025 |
Put |
Master data
WKN: |
JL66WW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 - |
Maturity: |
17/01/2025 |
Issue date: |
23/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.29 |
Parity: |
-4.77 |
Time value: |
0.20 |
Break-even: |
118.00 |
Moneyness: |
0.72 |
Premium: |
0.30 |
Premium p.a.: |
1.63 |
Spread abs.: |
0.15 |
Spread %: |
277.36% |
Delta: |
-0.08 |
Theta: |
-0.04 |
Omega: |
-7.03 |
Rho: |
-0.04 |
Quote data
Open: |
0.056 |
High: |
0.056 |
Low: |
0.056 |
Previous Close: |
0.054 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.00% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-87.56% |
YTD |
|
|
-91.88% |
1 Year |
|
|
-97.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.062 |
0.050 |
1M High / 1M Low: |
0.077 |
0.045 |
6M High / 6M Low: |
0.640 |
0.045 |
High (YTD): |
24/01/2024 |
0.810 |
Low (YTD): |
24/09/2024 |
0.045 |
52W High: |
25/10/2023 |
2.490 |
52W Low: |
24/09/2024 |
0.045 |
Avg. price 1W: |
|
0.056 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.295 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.639 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
197.30% |
Volatility 6M: |
|
187.81% |
Volatility 1Y: |
|
156.69% |
Volatility 3Y: |
|
- |