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JP Morgan Put 120 DHI 17.01.2025/  DE000JL66WW2  /

EUWAX
11/15/2024  11:30:47 AM Chg.-0.007 Bid4:16:16 PM Ask4:16:16 PM Underlying Strike price Expiration date Option type
0.035EUR -16.67% 0.040
Bid Size: 30,000		 0.070
Ask Size: 30,000		 D R Horton Inc 120.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/23/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -111.07
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.31
Parity: -3.55
Time value: 0.14
Break-even: 118.60
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 2.43
Spread abs.: 0.11
Spread %: 300.00%
Delta: -0.09
Theta: -0.04
Omega: -9.52
Rho: -0.03
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.042
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month
  -14.63%
3 Months
  -73.08%
YTD
  -94.93%
1 Year
  -97.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.030
1M High / 1M Low: 0.063 0.027
6M High / 6M Low: 0.550 0.027
High (YTD): 1/24/2024 0.810
Low (YTD): 10/21/2024 0.027
52W High: 11/16/2023 1.220
52W Low: 10/21/2024 0.027
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   0.442
Avg. volume 1Y:   0.000
Volatility 1M:   324.58%
Volatility 6M:   224.28%
Volatility 1Y:   180.02%
Volatility 3Y:   -