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JP Morgan Put 125 DHI 17.01.2025/  DE000JL7FQS7  /

EUWAX
2024-06-28  10:29:50 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.570EUR -3.39% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 125.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-06-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.93
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -0.65
Time value: 0.66
Break-even: 118.40
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.08
Spread %: 13.79%
Delta: -0.33
Theta: -0.02
Omega: -6.53
Rho: -0.27
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.39%
1 Month
  -3.39%
3 Months  
+35.71%
YTD
  -29.63%
1 Year
  -69.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.640 0.500
6M High / 6M Low: 0.950 0.380
High (YTD): 2024-02-19 0.950
Low (YTD): 2024-05-16 0.380
52W High: 2023-10-25 2.820
52W Low: 2024-05-16 0.380
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   0.662
Avg. volume 6M:   1.190
Avg. price 1Y:   1.259
Avg. volume 1Y:   .588
Volatility 1M:   140.47%
Volatility 6M:   144.59%
Volatility 1Y:   117.44%
Volatility 3Y:   -