JP Morgan Put 150 DHI 15.11.2024
/ DE000JB9LPA3
JP Morgan Put 150 DHI 15.11.2024/ DE000JB9LPA3 /
| 8/5/2024 10:24:02 AM |
Chg.+0.120 |
Bid9:42:02 PM |
Ask9:42:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+34.29% |
0.580
Bid Size: 50,000 |
0.600
Ask Size: 50,000 |
D R Horton Inc |
150.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-2.53 |
| Time value: |
0.47 |
| Break-even: |
132.78 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.09 |
| Spread %: |
23.68% |
| Delta: |
-0.19 |
| Theta: |
-0.05 |
| Omega: |
-6.69 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.24% |
| 1 Month |
|
|
-72.83% |
| 3 Months |
|
|
-62.99% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
1.730 |
0.290 |
| 6M High / 6M Low: |
1.850 |
0.290 |
| High (YTD): |
2/19/2024 |
1.850 |
| Low (YTD): |
8/1/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.213 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.96% |
| Volatility 6M: |
|
185.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
