JP Morgan Put 145 DHI 16.08.2024
/ DE000JB7K0M9
JP Morgan Put 145 DHI 16.08.2024/ DE000JB7K0M9 /
| 2024-07-12 5:46:29 PM |
Chg.-0.590 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-70.24% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
145.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JB7K0M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-0.80 |
| Time value: |
0.29 |
| Break-even: |
130.05 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.06 |
| Spread %: |
26.09% |
| Delta: |
-0.27 |
| Theta: |
-0.08 |
| Omega: |
-13.36 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.250 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.88% |
| 1 Month |
|
|
-66.22% |
| 3 Months |
|
|
-68.75% |
| YTD |
|
|
-75.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.250 |
| 1M High / 1M Low: |
1.140 |
0.250 |
| 6M High / 6M Low: |
1.320 |
0.250 |
| High (YTD): |
2024-02-19 |
1.320 |
| Low (YTD): |
2024-07-12 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.20% |
| Volatility 6M: |
|
244.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
