JP Morgan Put 140 DHI 17.01.2025
/ DE000JB8J938
JP Morgan Put 140 DHI 17.01.2025/ DE000JB8J938 /
| 8/15/2024 10:08:07 AM |
Chg.-0.030 |
Bid9:51:37 PM |
Ask9:51:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
0.310
Bid Size: 50,000 |
0.340
Ask Size: 50,000 |
D R Horton Inc |
140.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/13/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-41.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-3.11 |
| Time value: |
0.38 |
| Break-even: |
123.32 |
| Moneyness: |
0.80 |
| Premium: |
0.22 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.08 |
| Spread %: |
27.27% |
| Delta: |
-0.15 |
| Theta: |
-0.03 |
| Omega: |
-6.40 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
-50.79% |
| 3 Months |
|
|
-65.93% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.340 |
| 1M High / 1M Low: |
0.680 |
0.300 |
| 6M High / 6M Low: |
1.480 |
0.300 |
| High (YTD): |
1/26/2024 |
1.500 |
| Low (YTD): |
8/1/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.69% |
| Volatility 6M: |
|
167.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
