JP Morgan Put 160 DHI 21.02.2025
/ DE000JT4EF50
JP Morgan Put 160 DHI 21.02.2025/ DE000JT4EF50 /
| 2024-11-15 11:13:35 AM |
Chg.-0.090 |
Bid11:50:45 AM |
Ask11:50:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-10.11% |
0.840
Bid Size: 3,000 |
0.900
Ask Size: 3,000 |
D R Horton Inc |
160.00 USD |
2025-02-21 |
Put |
Master data
| WKN: |
JT4EF5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2025-02-21 |
| Issue date: |
2024-07-18 |
| Last trading day: |
2025-02-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.36 |
| Time value: |
0.88 |
| Break-even: |
143.15 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
-0.40 |
| Theta: |
-0.05 |
| Omega: |
-6.99 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.40% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
-5.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.670 |
| 1M High / 1M Low: |
0.960 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
