JP Morgan Put 145 DHI 15.11.2024
/ DE000JB9LP94
JP Morgan Put 145 DHI 15.11.2024/ DE000JB9LP94 /
| 2024-08-05 10:24:02 AM |
Chg.+0.100 |
Bid2:53:50 PM |
Ask2:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+37.04% |
0.470
Bid Size: 3,000 |
0.530
Ask Size: 3,000 |
D R Horton Inc |
145.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JB9LP9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-44.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
-2.99 |
| Time value: |
0.37 |
| Break-even: |
129.23 |
| Moneyness: |
0.82 |
| Premium: |
0.21 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.09 |
| Spread %: |
33.33% |
| Delta: |
-0.16 |
| Theta: |
-0.04 |
| Omega: |
-7.03 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.31% |
| 1 Month |
|
|
-73.76% |
| 3 Months |
|
|
-64.76% |
| YTD |
|
|
-69.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.230 |
| 1M High / 1M Low: |
1.410 |
0.230 |
| 6M High / 6M Low: |
1.590 |
0.230 |
| High (YTD): |
2024-02-19 |
1.590 |
| Low (YTD): |
2024-08-01 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.006 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.70% |
| Volatility 6M: |
|
183.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
