JP Morgan Put 130 DHI 16.08.2024
/ DE000JB7K0H9
JP Morgan Put 130 DHI 16.08.2024/ DE000JB7K0H9 /
| 12/07/2024 11:50:26 |
Chg.-0.173 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-72.08% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
130.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JB7K0H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-93.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
-2.18 |
| Time value: |
0.15 |
| Break-even: |
117.70 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
4.16 |
| Spread abs.: |
0.10 |
| Spread %: |
200.00% |
| Delta: |
-0.12 |
| Theta: |
-0.07 |
| Omega: |
-11.74 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.39% |
| 1 Month |
|
|
-73.20% |
| 3 Months |
|
|
-81.89% |
| YTD |
|
|
-88.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.067 |
| 1M High / 1M Low: |
0.370 |
0.067 |
| 6M High / 6M Low: |
0.710 |
0.067 |
| High (YTD): |
19/02/2024 |
0.710 |
| Low (YTD): |
12/07/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.257 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.370 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.39% |
| Volatility 6M: |
|
279.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
