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JP Morgan Put 140 DHI 17.01.2025/  DE000JB8J938  /

EUWAX
2024-09-09  10:07:32 AM Chg.-0.030 Bid12:37:11 PM Ask12:37:11 PM Underlying Strike price Expiration date Option type
0.200EUR -13.04% 0.200
Bid Size: 2,000		 0.270
Ask Size: 2,000		 D R Horton Inc 140.00 USD 2025-01-17 Put
 

Master data

WKN: JB8J93
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -54.16
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.29
Parity: -4.16
Time value: 0.31
Break-even: 123.18
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.94
Spread abs.: 0.10
Spread %: 47.62%
Delta: -0.12
Theta: -0.03
Omega: -6.34
Rho: -0.08
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -50.00%
3 Months
  -79.38%
YTD
  -83.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.170
1M High / 1M Low: 0.400 0.160
6M High / 6M Low: 1.300 0.160
High (YTD): 2024-01-26 1.500
Low (YTD): 2024-08-26 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.244
Avg. volume 1M:   0.000
Avg. price 6M:   0.796
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.66%
Volatility 6M:   177.38%
Volatility 1Y:   -
Volatility 3Y:   -