JP Morgan Put 125 DHI 15.11.2024
/ DE000JB9DQJ9
JP Morgan Put 125 DHI 15.11.2024/ DE000JB9DQJ9 /
| 8/9/2024 10:48:22 AM |
Chg.-0.040 |
Bid6:01:39 PM |
Ask6:01:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-25.00% |
0.110
Bid Size: 30,000 |
0.140
Ask Size: 30,000 |
D R Horton Inc |
125.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JB9DQJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.30 |
| Parity: |
-4.37 |
| Time value: |
0.20 |
| Break-even: |
112.51 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.08 |
| Spread %: |
69.23% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-6.98 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-68.42% |
| YTD |
|
|
-80.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.099 |
| 1M High / 1M Low: |
0.500 |
0.076 |
| 6M High / 6M Low: |
0.800 |
0.076 |
| High (YTD): |
2/19/2024 |
0.800 |
| Low (YTD): |
7/31/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.51% |
| Volatility 6M: |
|
223.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
