JP Morgan Put 150 DHI 15.11.2024
/ DE000JB9LPA3
JP Morgan Put 150 DHI 15.11.2024/ DE000JB9LPA3 /
| 10/07/2024 10:58:22 |
Chg.+0.05 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+3.07% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
150.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
JB9LPA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
1.29 |
| Time value: |
0.29 |
| Break-even: |
122.89 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
3.64% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-5.21 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.18% |
| 1 Month |
|
|
+13.51% |
| 3 Months |
|
|
+66.34% |
| YTD |
|
|
+19.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.63 |
| 1M High / 1M Low: |
1.73 |
1.24 |
| 6M High / 6M Low: |
1.85 |
0.82 |
| High (YTD): |
19/02/2024 |
1.85 |
| Low (YTD): |
16/05/2024 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.61% |
| Volatility 6M: |
|
148.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
