JP Morgan Put 145 DHI 21.02.2025
/ DE000JT4Z0E4
JP Morgan Put 145 DHI 21.02.2025/ DE000JT4Z0E4 /
| 14/11/2024 19:04:55 |
Chg.- |
Bid10:23:24 |
Ask10:23:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.360
Bid Size: 3,000 |
0.420
Ask Size: 3,000 |
D R Horton Inc |
145.00 USD |
21/02/2025 |
Put |
Master data
| WKN: |
JT4Z0E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
15/07/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-38.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
-1.78 |
| Time value: |
0.41 |
| Break-even: |
133.62 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.06 |
| Spread %: |
16.22% |
| Delta: |
-0.22 |
| Theta: |
-0.04 |
| Omega: |
-8.33 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+60.87% |
| 3 Months |
|
|
-24.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.470 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
