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JP Morgan Put 125 DHI 17.01.2025/  DE000JL7FQS7  /

EUWAX
10/07/2024  12:49:55 Chg.+0.020 Bid19:57:07 Ask19:57:07 Underlying Strike price Expiration date Option type
0.660EUR +3.13% 0.570
Bid Size: 50,000		 0.590
Ask Size: 50,000		 D R Horton Inc 125.00 - 17/01/2025 Put
 

Master data

WKN: JL7FQS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 17/01/2025
Issue date: 29/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.47
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.28
Parity: -0.08
Time value: 0.72
Break-even: 117.80
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 10.77%
Delta: -0.41
Theta: -0.02
Omega: -7.14
Rho: -0.31
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+6.45%
3 Months  
+29.41%
YTD
  -18.52%
1 Year
  -65.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.640
1M High / 1M Low: 0.690 0.510
6M High / 6M Low: 0.950 0.380
High (YTD): 19/02/2024 0.950
Low (YTD): 16/05/2024 0.380
52W High: 25/10/2023 2.820
52W Low: 16/05/2024 0.380
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   1.190
Avg. price 1Y:   1.225
Avg. volume 1Y:   .588
Volatility 1M:   118.53%
Volatility 6M:   146.14%
Volatility 1Y:   117.75%
Volatility 3Y:   -