JP Morgan Put 150 DHI 16.08.2024
/ DE000JB7K0N7
JP Morgan Put 150 DHI 16.08.2024/ DE000JB7K0N7 /
2024-07-12 5:46:29 PM |
Chg.-0.760 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-65.52% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
150.00 USD |
2024-08-16 |
Put |
Master data
WKN: |
JB7K0N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 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: |
-23.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
0.02 |
Time value: |
0.56 |
Break-even: |
132.06 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.06 |
Spread %: |
10.34% |
Delta: |
-0.47 |
Theta: |
-0.08 |
Omega: |
-11.05 |
Rho: |
-0.07 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.400 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-73.33% |
1 Month |
|
|
-60.40% |
3 Months |
|
|
-60.00% |
YTD |
|
|
-66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
0.400 |
1M High / 1M Low: |
1.510 |
0.400 |
6M High / 6M Low: |
1.590 |
0.400 |
High (YTD): |
2024-02-19 |
1.590 |
Low (YTD): |
2024-07-12 |
0.400 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.85% |
Volatility 6M: |
|
225.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |