JP Morgan Put 160 DHI 15.11.2024
/ DE000JK4KXP7
JP Morgan Put 160 DHI 15.11.2024/ DE000JK4KXP7 /
| 2024-06-28 11:14:25 AM |
Chg.-0.09 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
160.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JK4KXP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
1.78 |
| Time value: |
0.20 |
| Break-even: |
129.55 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
3.41% |
| Delta: |
-0.70 |
| Theta: |
-0.02 |
| Omega: |
-4.68 |
| Rho: |
-0.43 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+1.52% |
| 3 Months |
|
|
+57.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.84 |
| 1M High / 1M Low: |
2.20 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
